It’s an interesting question. Since java enforces a return type (void is a return type) your first statement seems to make sense. I would take this only for convention. Since void is a placeholder and not an object, it was probably decided to leave it out for language coherency or compiler simplicity.
From JLS
A return statement with no Expression must be contained in the body of a method that is declared, using the keyword void, not to return any value (§8.4), or in the body of a constructor (§8.8).
further
To be precise, a return statement with no Expression always completes abruptly, the reason being a return with no value