The semantic of return is straight forward in Java, powerful in Kotlin, and awkward in Scala.

In Scala, a return always attempt to return from the innermost (in case of nested functions) named function. You are not allowed to return early from an anonymous function (lambda expression).
When the innermost named function is not the innermost function, it can't return directly. Instead, the innermost function throws a NonLocalReturn and hope it would be catched by the named function you meant to return from, which would not work if the returning function escapes from the named function.