Certain effects, such as delay and reverb, make more sense on a Return track. That way we can use the Send knobs to send audio to those effects whenever we want. It can also be very useful to have a series of effects on a Return that all audio must go through. That way, you can use the same filter, beat repeat, etc. and have them effect everything that plays, regardless of what track it's on. This also means we only need to MIDI map one instance of each effect.