This is broken.

What exactly is broken? Do you have steps to reproduce?

Well the code below the return line is unacessible due to js adding semicolons.
Also I'm not sure what return function () does

onPress is an even handler, so one has to assign a function to it that is called when the (press) event occurs, which is this function that opens the URL. The callback function is a closure https://developer.mozilla.org/en-US/docs/Web/JavaScript/Closures which is probably unnecessary.
This might be easier to read:

urlButton.onPress = () => {
      openURL(data.url);
};

Yeah. I don't believe we supported lambdas at the time I wrote this, thus the obtuse syntax.

Was talking about https://github.com/denysdovhan/wtfjs/blob/master/README.md#tricky-return

And here there are no braces at all.

Still don't understand what the problem is, the referenced issue does not apply here, because return isn't followed by newline, but followed by function(), and function() won't have a semicolon inserted automatically, because it expects to read a function body and will check on the next line.

The function may be unconventional because the function body is a single statement, but that's not the auto-semicolon insertion issue, unless function parsers are silly.

You can test it by inserting the newline after return:

ERROR: JavaScript error: gui/manual/manual.js line 16
SyntaxError: function statement requires a name
  __eventhandler5 (press)@__internal(3) press:1:1

Now that would be broken indeed, but it's not, since the newline isnt there.

Typing the code in firefox breaks

Same in chrome

So maybe they changed something since sm45.