Not sure about air return, but I do know that the QRH says that you have to exit icing conditions.
We had a Left Window Heat fail a few weeks back, QRH didn't fix it, but we continued on because it was CAVU all the way to destination.
Interestingly enough, the left window(not windshield) is the only piece of plexi on the flight deck who's heat cannot be MEL'd. All of the other can be MEL'd inop.
I suppose one would have to take into consideration the WX conditions when deciding to do an air return.