Do you have any examples of messaging apps where return/enter inserts a newline? I can't think of a single one where it doesn't send the message, probably because inserting a newline is an uncommon case but sending is not. It's been that way since the days of IRC, from what I remember.
This division was fine, because they served different purposes. Messaging (return => send) was always short term, quick communications; Forums (return => newline) was always longer-form posts, sentences to paragraphs, in a single post. The forum for discussion worth archiving, and the messaging app to replicate daily communications.
But slack and its kin crossed that line. They pitch themselves as the utility of forums (archiving, search, "starring", etc), with the quickness of messaging (rapid response times, notifications, etc), and now everything is fucked. Forum-like conversation get stuffed into a Messaging application, and gets broken up into a hundred different messages (ala 1/20, 2/20..20/20 twitter multi-posts), perhaps collapsed into a single proper post but usually not; Logs get stuffed into it, into a separate channel whose sole purpose is to be muted. Documents and emails and any work gets stuffed into it, because it can be made to fit.
And naturally, the archiving, the search, the document storage, everything breaks down, and its awful. Until you realize that you can't use slack like slack wants you to. It's a better, smoother, more maintainable and convenient BBS forum, trapped in a messaging shell.
The return => send is feared, and it is a fear special to slack, and its many recent derivatives. Because slack crossed the line, without crossing it. Messaging apps should have return => send; slack (and its kin) should have return => newline, because it is not a messaging app. It is not IRC, and it is not counted amongst IRC's friends.
It is a forum in denial.
I've seen only single app that misbehaved and was sending the messages on return key - Xabber. Others just let me insert newlines as I'd expect.