Real current return path
The theory says that the current return path at high frequency is on
  the reference plane right under(or above) the signal trace. I know it is true and I have always assumed it was, but I would like
  to understand it properly.


There are far too many ambiguous words describing your scenarios so draw a picture but, in the meantime consider what happens when you have a DC return current in a ground plane: -



The path taken by the DC is the path of least resistance hence DC favours the direct route from via 1 to via 2. For AC you have to consider that the path for a return current is both the path of least resistance AND the path of least reactance. The path of least reactance is the path of least inductance: -


So, to minimize the inductive loop (and the impedance it might present), AC current will take the path of least inductance and that is directly underneath the top trace that carries the forward current.

Picture source