Hi Pradeep,
As I remember, Returns don't work (for Declarations before GR) due to the missing Purchase Order reference. My solution in one project was to re-map the Sales Order and send it through to GTS as a P.O. by calling the standard Function Module /SAPSLL/CD_MM0A_R3. Then the Delivery stands a chance of being recognised.
I'm not sure you'll get a positive response from an OSS incident, but it could be worth raising in the "Idea Place" - I'll certainly support it, if you do.
Regards,
Dave