In languages based around statements, things are done for their side-effects. Returning a value is itself a kind of side-effect, hence an explicit return statement.
In languages based around expressions (Lisp, ML & Haskell, APL, etc.), the language itself gently encourages side-effect-free programming. In Scheme, for example, you usually use a begin block when you need to do things for their side-effects. While it doesn't prevent side-effects entirely, it does make them stand out, and adds a subtle pressure against their overuse.