Medyan, there are concepts like modal and non-modal windows.
Modal - the script will wait on the line where the window is called until the user closes it (this is how MessageBox works).
Non-modal - the script will open the window and continue executing further, forgetting about it (this is how QuestionBox works).
The command to open a non-modal window cannot return anything because the user will press a button on it when it has long since finished executing. Therefore, it uses a different mechanism - the names of functions corresponding to the answer options are passed, and the window itself calls these functions after the user presses one of the buttons.