A Return statement in SP supports only integer values

>I have a simple stored procedure that declares a variable @ErrorMessage at the top as
>

>declare @ErrorMessage AS VARCHAR(100)
>SET @ErrorMessage = ''
>

>
>At the end of the procedure I return this value as
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>RETURN @ErrorMessage
>

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>The value is set to the @ErrorMessage in CATCH block. Then I test this procesure in a query window as following
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>declare @retval as varchar(100)
>EXECUTE @retval = myproced param1, param2
>print @retval
>

>
>But if there is no problem within the procedure, the value of @retval showing in the query window is 0 (zero). Why not empty string?