no offence but that sounds like tosh. Theres no way a returned system will have less air in than a returnless system.
Yes possibly an uprated FPR will be better than standard, but tbh I have watched my fuel pressure gauge like a hawk on the dyno and never saw any fluctuations apart from when at idle.
just stuff ive read... they always use return systems on aftermarket stuff ive seen.
my reason behind the less air in the return system is the injectors are at the bottom of the rail. air will float to the top of the rail, and as the fuel is pumped through the rail then back to the tank... any air collected should go back to the tank rather then be trapped.