This feature has been brought to our attention previously, currently, you are not able to purchase return labels from within the Shopify admin. I'll take your forum post and submit it in as a feature request.
I would recommend checking out the Shippo app. The best part about it is that it's free, you just pay for the postage. Shippo has the ability for you to purchase return labels which will allow you to sort out to return for your customer.
I hope this helps, please let us know if there is anything else we can help you out with!
We recently added the ability for merchants in the United States to create return labels for domestic orders and email them to their customers from the order page. There's no additional setup required and you get the same discounted shipping rates that are available through Shopify Shipping.
Learn how to create a return label for an order here.
Shopify doesn't offer return shipping labels. You will have to use an app like the Multi Carrier Shipping Label app, that would help you generate return shipping labels for all major carriers.