Is there any reason I shouldn't use the return statements I've just chosen?

I think returning the data has the advantage that the caller can decide what to do with it: print it to STDOUT or any other file handle, write it to a database, change the character encoding or otherwise modify it, etc.

If the sub prints it, you could add an optional filehandle argument so it can be redirected, and you could print it to a scalar, thereby, but, in my opinion only, this would be more complicated for, at best, very little advantage.