Typically, the return air openings (grilles or registers) are placed to aid in the overall air distribution in your house, and are located after some thought by the designer.
If you are utilizing filter return grilles, any air that bypasses those filters will carry unnecessary dust, allergens, etc. into your furnace/air handler and then will be redistributed into the living areas. This not only leads to more dirt and grime building up on the coils and fan blades, but can also create a real biology project in the condensate pan. Speaking of which, it is a good idea to clean the condensate pan on a regular basis, followed by a scrubbing with bleach to kill germs.
If all your air filtration is being performed at the furnace, the return duct opening close to the unit means that less air (or possibly none at all) is being returned from the more distant return air openings. This will lessen the overall performance of the system. You didn't give any duct or grille sizes so I am speculating somewhat.
The original air distribution system was not designed to have alternate openings, so I suspect that the return air opening that you have is to accommodate a supply air outlet in the same room. This would prevent the "Furnace Room" from becoming pressurized, relative to the adjacent spaces.
Without seeing the actual application, I may not be interpreting this question correctly. If this doesn't make sense to you, post some pics.
As always, offered only as opinion
) My basement is very open so I needed a return somewhere, I suppose.