When you use + on two lists, a new list is created, and elements from both are copied into the new one. Whereas the append operation modifies the list, and simply adds a value. Keep in mind that a python "list" is really like a C++ vector, so while sometimes append operation sometimes allocates a new array, and copies all the values, in general is O(1). The add operation is O(n).
And besides all that, there is nothing wrong with doing an append on one line, and returning the variable on the next. It's clear and readable.
