As I typed this question, I think I stumbled upon the answer:  In Sonar, there is no automatic Return with a Send, yes?  I was thinking along the lines of a simple guitar rig with a Send and a Return from a pedal board.
 
My original draft follows:
 
In the following signal path, I'm wondering why an Fx Bus would need an Output if using a Track Send.
 
For example:  Tracks A (B&C) w/Pre-Send->Fx Bus
 
Then... Track A->Vox Bus->Submix Busses->Mastering Submix Bus->Main Out
 
The Pre-Send lets me adjust how much of the Track is Fx'd if you will, and the Fx Bus automatically returns that 'wet' signal to the Track just before the Vol Fader, right?  It seems then like the Output button of the Fx Bus could be None.
 
But, if the Fx Bus Output is set to None, the Fx isn't applied to the Track at all.  If the Fx Bus Output is set to another bus or the Main Out and the Vol Slider is -INF, there is no wet signal either.

You are correct in that there is no return.
Have a look at this thread:
http://forum.cakewalk.com/Working-with-Buses-m1302521.aspx
The screen shots are from an older version, but it works the same way.
That should help clarify what your sends are doing.

That took some effort on your part, thank you Robert.  In the few projects I've done so far, I just Output the tracks to Busses without using Sends.  I was experimenting with the song I'm working on now:) 

You're welcome. Those posts do take some time to put together, and I haven't done any for a while.
But if they help even a few people, they are worth the effort.
Sends are very cool. Rather than an out-and-back as you might expect from a hardware insert/return, they create secondary outputs for your track. So you have independent control of various aspects of the sound. Typically, I will send a signal to a reverb bus while maintaining the track output fairly dry.
This allows you to really define the space around the instruments.
In a recent project, I have an amp sim in the FX bus of my audio track, and a second amp sim in a bus. By using a pre-fader send, I am able to send the dry track to both amp sims.
It's all about routing, flexibility, and control.
Experiment, do plenty of "Save as" when you make changes, and don't be afraid to trash a project.
What you learn will be invaluable on the next one.