This week's book giveaway is in the OCAJP 8 forum. We're giving away four copies of OCA Java SE 8 Programmer I Study Guide and have Edward Finegan & Robert Liguori on-line! See this thread for details.
Because that's how Java is designed. As for the return type, what would it need to return? Granted, the operating system can use the return type of the application, but for Java you use System.exit for that.