Whenever I have the choice of leaving something as it is or making it as clear as possible, I always go for the option that makes things easier to understand.
In the context of your wedding invitations, well, your aim is to get them back – as quickly as possible. By simply adding a return address, you save the guest from having to do any work. They don’t have to get up, find your address and then physically write it down.
They just have to post it (a step which usually involves a trip to the Post Office to get stamps)!
It may sound like a simple gesture that may have little or no effect, but there are all sorts of little reasons why guests don’t RSVP quickly (or at all) to an invitation, and by providing your address somewhere, be it on the return envelope, the invitation itself or the original envelope in which the invitation is sent, that obstacle disappears.