I'm assuming you've switched on Advanced regexes in editor settings...
you define replacement groups by enclosing them in () and you refer to found groups using their numbered position in the replacement using \1, \2, \3 etc.
to search for "(" or ")" characters (and most other punctuation) you need to escape them with a prefixed "\"
so your search string should be: return \((.*)\)
so your replace string should be: return \1
the link to the wxwidgets regex syntax documentation is in my sig