Setting { return: 'parens-new-line' } option should validate that there is a new line after ( and before ).
So following code is the valid code:
return (
<div>
<div>example</div>
<div>
)
But following code also considered as valid whereas as it isn't:
return (<div>
<div>example</div>
<div>
)
and this one also:
return (
<div>
<div>example</div>
<div>)
So, the issue occurs when there is one parenthesis on a separate line and another one on the same line with the JSX code.