Return midterm exam paper or not
In mathematics in the US, as far as I know, I have never known any professor to ever not return midterms. I always do, and everyone else I know does as well.

Seeing their graded midterm gives useful information. It lets students know what they have gotten wrong and what they have gotten right; it also lets them know what answers they thought were "right" but in fact are incomplete or inadequately explained.

I personally believe the downsides are miniscule in comparison to the benefits for the students.