c# switch statement is return suitable to replace break

That’s fine. The point is that the end of a case block should be unreachable – which it is here, because you’ve returned.

Why are you returning new string(new char[0]) rather than just “” or string.Empty though? If you’re trying to make sure it’s a different string each time, you’ll actually run into a very weird corner case – despite calling new string(...) that code will always actually return the same reference…

Finally: I would actually suggest changing this switch/case block into just a Dictionary<AliceKey.AliceKeyPaths, string>:

private static readonly Dictionary<AliceKey.AliceKeyPaths, string> RegistryMap =
    new Dictionary<AliceKey.AliceKeyPaths, string>
{
    { AliceKey.AliceKeyPaths.NET_CLR_DATA, @"\.NET CLR Data\" },
    { AliceKey.AliceKeyPaths.NET_CLR_NETWORKING, @"\.NET CLR Networking\" },
    // etc
};

public static string ToRegistryString(AliceKey.AliceKeyPaths aliceKeyPath)
{
    string value;
    return RegistryMap.TryGetValue(aliceKeyPath, out value) ? value : "";
}