To Return or Not Return

[Golf]

So I haven't had time to get around to installing the new fuel pump I purchased. My only concern is PO has a 2 fuel pump and I purchased a 3 that includes a return. The return line is there, but plugged with a bolt. Should I first attempt to install the pump I have, hook up return correctly and see what happens or understand obviously the return line was probably plugged for a reason. My curiosity wonders if the return line was plugged from laziness or necessity. What could be the reason for plugging the return?