This seems really basic, but I can’t see how or why it behaves this way:

Why does this give me:
1
2
3
4
5
instead of just 1?

It looks like you are calling ForEach (a function in [System.Array]) with a parameter which is a scriptblock. Essentially, you are defining and returning { Return $_ } every iteration of the loop.

This means ReturnStuff will capture output each time, and because this function does nothing with the output of this line, all the output is returned:

This behavior is similar to $a | Foreach-Object { return $_ }

So what to do?

1. Use a ForEach loop instead (not to be confused with Foreach-Object):
   
   Default

   ForEach ($item In $a) { return $item }

   1 2	ForEach ($item In $a) { return $item }

2. Select the first value returned from all the scriptblocks:
   
   Default

   $a.ForEach{ return $_ } | Select -First 1

   1 2	$a.ForEach{ return $_ } | Select -First 1