Return and enter and two different keys, but, on most modern systems, they perform a similar function. On z/OS Return moves down a line (similar to Tab, but ignoring all entries on the current line) and Enter actually sends to data off.
Once you get used to it, it's really no different to the Linux or Windows command lines. It's certainly dated, but that's what you get from running a system designed to be fully backwards compatible (with 24-bit, 31-bit and 64-bit addressing modes) that can continue to run software that's over 40 years old.
[For reference, the mainframe originally had 24-bit addressing. When IBM wanted to add 32-bit addressing, they found that people had been using the remaining byte to store other data, such as flags. So, to avoid breaking customer applications, the 32nd bit is used to identify whether the address is 24-bits or 31-bits]
((And yes, for the record, I am an IBMer, working in a z/OS product that's over 40 years old))