Furnace fuel oil pump return line, install or not?

I have a question on the pros, cons and necessity of a return line on a oil pump for my furnace. I had to replace my faulty pump, but it was not the same manufacturer. The original pump on the furnace was plumbed with a return line to the oil tank. The tank was at the same level as the furnace (in basement) and the oil lines rose to the ceiling from the tank, then down to the furnace. I understand this is necessary for priming the line in the event the tank runs dry, the pump is able to pull the fuel up the line because of the return line. When I replaced the tank several years ago, I placed it outside the home, about 8 feet above the level of the furnace. This gives me good gravity feed, but I kept the return line to the tank because I did not know how to reconfigure the pump. I was informed that it may not be as simple as plugging the return port, internal adjustments may also be involved, so I left the return line in place. As time went on, the oil pump failed last year, I did not attach the return line to the new pump because the instructions stated that single line operation was the default for this new pump. My questions are, is there any advantage to plumbing the return line to the new pump, eventhough this is self priming with the gravity feed? Better filtering because the oil is passed thru the oil filter more often? Would this cause damage to the new pump because the pump would be pushing fuel up to the new location of the tank? Or would this help the pump last longer by easing its operations? The return line is already installed to the tank, so there is no added cost or work. The instructions for this new pump state that only the bleed/return plug needs to be removed and the line attached for return line operation, no internal adjustments necessary.
Thanks in advance Mike..
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All of the pumps that I deal with that have return lines are for constant pressure at the point of use. Having a return line allows for the fluid to be properly pressurized, having the excess return to the tank.
Check with the manufacture of the boiler to be sure. Me thinks if it was installed in the beginning it is meant to be there.
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Even though you have "gravity feed", if you let the tank run out, you are still going to have to "prime the pump". Since it is gravity fed, it will be much EASIER to prime it, but you still have to prime it. Once you learn how to prime it, it's not hard to do yourself.
The debate is still out on whether a 2 line is better than one.

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