Why is the return not excuted?

my codes

console results

Here are my React codes. I know that if you write a function with a parenthesis, it will be called immediately (in this case, it will be called when elements render, I have four ‘li’s) rather than being called as a callback when the event is triggered. But what I can’t understand is, why the console.log(‘first’) got excuted and the console.log(‘second’) in return function doesn’t? The return function should be excuted right after console.log(‘first’), and ‘second’ will be log in console, shouldn’t it? What is the principle here?

Thanks for all answers.