Ok, here is an example (not exact syntax, just to get idea)

Code:
MAINCODE: 'do something
high PORTC.0
PAUSE 500
low PORTC.0
Pause 500
GOSUB CHECKER
GOTO MAINCODE
CHECKER:
TOGGLE PORTD.0
RETURN
In above example, if we remove RETURN, it will compile fine in PBP, but will produce unusable code. But even on ZX Spectrum, it would give us "Gosub without return" error, and save our time.