Why would outside air come out a furnace intake?
When the furnace blower stops, the forced airflow stops. What you are feeling is the air remaining in the return ductwork as it cools and sinks. That's why you feel it at the lowest return register. Your idea of a one-way flapper valve made from paper is good. It will keep the calm cooling air from sinking. Be sure to minimize any resistance to air flow during normal operation.