So I guess if a subroutine doesn't explicitly return a value, would that cause dprof to give an error?

No it shouldn't. Dprof operates at a level that will see the subroutine return regardless of whether it uses an explicit return statement or not.

The thing about the goto trick is that the subroutine never returns at all, which Dprof rightly warns as being unusual, althought the goto trick is a specially architected feature of Perl. I guess it would be nice if it could detect the goto and so not report it, but I would imagine that detecting it would be quite difficult to do.

The chances are that you could just ignore the warnings and the results from dprofpp would be perfectly usable.