This week's book giveaway is in the Performance forum. We're giving away four copies of The Java Performance Companion and have Charlie Hunt, Monica Beckwith, Poonam Parhar, & Bengt Rutisson 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.