Yes it's right - you can't change the basic zoning structure of a reward booking, so once it's a return it can't be made into a single.

You have to stick with what you have, cancel and rebook (if the outbound is open or reopens), or maybe push the return back to use as part of a later trip (you can change route within the same distance-cost band, subject to the open jaw rules).

Possibly you could, if applicable, downgrade the return leg to Y if that's a less bad option than cancelling.