Metal skin says it provides immunity to bullets. *Immunity*. Return fire return a bullet back *when damaged*. If you are *immune* to bullets, you can not return back damage you didn't receive. It's strong enough without this interaction.
if you fire shots at a metal skin person that do no damage due dropoff, it still procs the return fire, i think, so this behavior is somewhat consistent? but I do agree the text should be a bit more precise
(out of curiosity, what happens if you shoot a viscous cubed hero that's using return fire?)