Your furnace does not have an actual "return duct". It draws air from the surrounding area in the basement. Their are 1 or 2 locations, such as indicated above in the stairs, where air from inside the living area is drawn into the basement where it will eventually be drawn into the furnace. Along with about an equal amount of outside air. Just the way it's done in rv's. No factory installed filter media.
While you are laying on your back looking at the ceiling=where else would you suggest the various vents and registers be placed? Only so much real estate available. Plus throw in to the puzzle how the a/c units are designed. The factories are all hiring engineers with good ideas every day.
Bill
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