All you need to get past max HP Rotom-W is to deal ~10% previous damage to it while SR is on the field.
Leaving it at 77%, which is in range for a Close Combat kill, not Return. Let us examine some common battle conditions:
Switching into Heatran's Lava Plume takes off about 24% of Rotom's health, factoring in Stealth Rock and Leftovers recovery. Rotom attacks the inevitable switch-in with Hydro Pump, gaining another ~6%, leaving it at 82%. Rotom switches out of the check. If Pinsir Mega Evolves and gets a +2, it can kill the Rotom switch-in immediately at 70% (revenging), or go for the high roll at 76% (switching directly in on Swords Dance). If you cannot kill the Rotom at ~70%, it can easily retaliate, neutering or killing the Pinsir.
A Scarf Genesect does 20 - 24% using U-turn. Let's suppose 22%. Rotom switches in and loses around 28% of its health with Stealth Rock and Leftovers, leaving it at 72%. It is forced out by the U-turn switch-in. This is where it gets tricky: if Rotom switches in on Pinsir upon setting up, it is up to about 66% of its HP. Completely out of Return's KO range, but a prime target for +2 Close Combat. Otherwise, it can revenge at 60%, giving Return a small chance to KO with return, but another easy win for Close Combat.
Here is another scenario that happens often. Your opponent has Tyranitar first and is likely to keep it there. You are automatically disqualified from a free chance to Mega Evolve first turn with Pinsir because you are unable to OHKO Tyranitar with Earthquake (56.9 - 67.3%) while it Stone Edges for free. This affects basically the entire match, as an unexpected Close Combat KO can prevent rocks, or reveal their likely switch-in for Mega Pinsir while putting Pinsir's speed tier in effect earlier in the match for use in checking Garchomp.
Perhaps the most common scenario of all: Rotom-W switches in on Earthquake while you try to kill Heatran, doing 0% instead of 33+%. You don't have any viable options for damaging Rotom unboosted, so you're really either avoiding checking Heatran with Mega Pinsir at all, or you are making risky plays to damage Rotom as this happens.
I hope the ability to beat an easily checked defensive Pokemon is worth all of that early momentum you're giving up.
Let me drop one more calc before I drop this debate: 252 Atk Mega Pinsir Close Combat vs. 0 HP / 0 Def Mega Kangaskhan: 298-352 (84.9 - 100.2%) -- 81.3% chance to OHKO after Stealth Rock