From what I understand, what you call the "return" line is connected to a valve to bleed the gauge's oil line. Per my maintenance manual, the test is to read the pressure while the clutch is activating. If you test with air in the line, the reaction time of the gauge is slowed, as the air in the line takes a bit of time to compress. Since you're looking for a quick change in pressure while the clutch is activating, with air in the line you may not see it.