After much soul-searching and coverage logging - I think I've found out what's going on (although I'm willing to be told otherwise).

The unload line RETURN lReturnVal was not at form level, it was in a form class higher-up the class-heirarchy. Therefore when the form.unload contains DODEFAULT() (or no code), the parent class Unload() fires and returns a value only to the next level down the heirarchy. If that next level doesn't do anything with the value, it will be lost before the bottom-level form.unload() fires. (Hope this makes sense!)

The solution is to use RETURN DODEFAULT() in the bottom-level form.unload() method.

Thanks to all those who replied.
Alan