It's not in the PSR, it's in the [Symfony coding standards](http://symfony.com/doc/current/contributing/code/standards.html). The CS fixer is a bit buggy on this, from the standards page:

 > Add a blank line before return statements, unless the return is alone inside a statement-group (like an if statement);

In this case, we are talking about a return statement being alone inside a statement-group (like an if statement)