When returning a Timesheet, users are not automatically prompted to add a comment/reason for returning a Timesheet.
CA PPM users should be asked to add a comment directly after clicking "Return Timesheet" button.
In order to get the "Add Note" functionality after Returning a Timesheet, the CA PPM user returning the Timesheet and the CA PPM submitting the Timesheet need to be different (have different ID).
This issue would mainly happen on a Testing environment where a test (Admin) user is testing the Submit and the Return of functionality of Timesheets.
Use a different CA PPM user to submit and to return the Timesheet in order to automatically get the "Add Note" page after returning a Timesheet.