EM radiation doesn't require a return path, but most electricians work in the near field where Kirchoff's laws apply.
Kirchoff's laws describe the requirement for a closed circuit and how voltages add up in a circuit. They are not good approximations once the size of the system is a large fraction of a wavelength. At 60Hz you need a pretty large circuit for Kirchoff's laws to fail you.
-Jon
Even when a system is multiple wavelengths in size, Kirchoff's laws apply quite accurately. The problem is that you can no longer approximate simple elements like wires as having a single lumped impedance but instead have to deal with the distributed resistance and reactance values, treating the element as a transmission line with a characteristic impedance and loss coefficient.
When frequencies are high enough you also need to look at the radiation resistance of an element, dropping voltage in a resistive way by virtue of radiating energy in electromagnetic waves rather than just heating.
But as long as you do not make the simplifying assumptions about circuit elements themselves which work well at DC and low frequencies, Kirchoff's laws still apply just fine.