At least where I am you can print labels at whatever shipping service they're meant for free of charge (FedEx, UPS etc.) and they also will package the return for you.

That means that I have to go there to drop it off and wait Im line to get served.

If I print the label myself I can just leave it in a box in the store without waiting in line, or better yet, give it to the delivery man next time he comes around.

Seems like a small inconsequential, or rare benefit. But with three kids the delivery guy is by our house every other day

This depends on the type of return and the type of location. Sometimes the location doesn't support this. Sometimes Amazon won't support this.

By me both those companies charge to print labels.