Well, the way it is written, it probably has no value. But if the condition did more than "if true". And there were code after the conditional... then this would be a way of conditionally leaving the method.
In this example, the return statement gets you out of the main method without executing any code after the if statement. This is still a bit contrived. A better example would call System.exit() so it could pass a return code back to the caller. "return" tends to be used more within methods other than the main method.