Closing sales orders or line items on the sales orders is done when users do not intend to fulfill open items on the order but does not restrict users from processing any future Return Authorizations.
The Authorize Return button should still show on the sales orders (even on sales orders with Closed status) provided there are still items available for return on that order.
To reproduce the scenario, users may perform these steps:
1. Enter a sales order for any Customer for any item for quantity of 2.
2. Process Partial Item Fulfillment for quantity of 1.
3. View again the sales order created per step 1 > hit Closed Order button.
You will notice that the sales order now shows ClosedsStatus yet Authorize Return button is still available. This is an expected behavior to allow users to process any future return for any fulfilled and/or billed item prior closing.