Most likely because everyone you know has learnt learnt that PCs. On PCs, they're the same button. In Apple's ecosystem, they're completely different buttons that do entirely different things.

> But as far as I know there has never been a key called "Retour" on French keyboards

On Apple keyboards, it has always been referred to in the operating system and documentation as the "touche Retour". Though you're right, there isn't a symbol on the keyboard in Europe in order to sell the same model for the whole region.

> Back is also translated as "Retour" on iOS. Which means in some cases (like in the Mail app) you have two different "Retour" buttons, one that inserts a newline while the other one cancels what you're doing.

The latter is actually a UI error in most cases. Apple's HIG demands that "< Back" buttons actually have a label to say what you're going back to.

But yeah, they have a hard time following their own advice.

> I'm the one having to explain why the keyboard says "retour" to iPhone users

Now you can explain: it's just Apple terminology dating back to the 1980s. :-)