Nothing really, both function and mean the same thing. Return might be considered slightly more formal and come back a little more informal.

Just as there are many different routes to the same destination, with language there are many different ways to say the same thing.(You could fly to London, take the ferry, drive through the tunnel or take the train, but all will arrive in London eventually) Some people like to speak formally, others like to speak casually. Some people read a great deal, therefore they have access to a more sophisticated vocabulary. Hence a child or an uncultured or uneducated person, or a person just beginning to learn the language is more likely to say - come back, rather than return. But everyone will understand what you mean and no-one is going to judge you.