There really needs to be a way to return a selected object via the Tools menu. There are a lot of cases where you can select a prim but you just can't right click it easily to return it. Some examples include prims underground, prims surrounded by other prims with lots of alpha textures, or just prims hidden in other prims.
There are workarounds like disabling camera constraints or disabling the land feature for finding lost underground prims, but most users don't know about these, and getting just the right angle to right-click is tricky (and sometimes incredibly frustrating). Selected objects can already be deleted without right clicking. They should be able to be returned as well.