doc: refine zuul_return instruction

The zuul_return task needs to be executed on the executor node,
otherwise it fails with KeyError: 'ZUUL_JOBDIR'

Change-Id: Ib02648f40b1602c85b8c70ee0965f0fde2d227fe
diff --git a/doc/source/user/jobs.rst b/doc/source/user/jobs.rst
index 278c4f4..4b6255b 100644
--- a/doc/source/user/jobs.rst
+++ b/doc/source/user/jobs.rst
@@ -540,7 +540,8 @@
 
 A job may return some values to Zuul to affect its behavior and for
 use by other jobs..  To return a value, use the ``zuul_return``
-Ansible module in a job playbook.  For example:
+Ansible module in a job playbook running on the executor 'localhost' node.
+For example:
 
 .. code-block:: yaml