PCB return path for Ethernet signals
You are correct, you do not need a return path for the signals between the magnetics and RJ45 jack. To quote from the SMSC (now Microchip) app note:

Under  no  circumstances should a ground plane exist under the magnetics, the RJ45 connector, or in between the  magnetics  and  RJ45  connector.

This is visible below (from the same source):

The &quot;disagreement&quot; around this area is to do with the optimum way to comply with the ethernet standard (802.3) regarding electrical isolation, and the minimisation of EMI to within acceptable limits.