Do I need to worry about VSWR when antenna efficiency already includes return loss?
VSWR tells you how close to 50 ohms your antenna looks like as a load at the end of a piece of coax. If VSWR is high then more power is reflected back to the transmitter to be consumed at the wrong end and less power is converted to a radio wave for radio transmission. An unfeasible VSWR of 50 reflects 92.3% of the power back towards the transmitter.

Antenna efficiency is the percentage of radiated power compared to non-relected power. The losses are due to copper losses/skin loss and for more esoteric antennas (planar types) it's usually dielectric loss. Antenna efficiency doesn't cover reflected power due to VSWR.

So, if your VSWR is 50 meaning most power is reflected your antenna power efficiency may still be 90%.