There do appear to be return tickets, but for some reason the booking engines seem to think that they are not valid for the majority of the day, including the Anytime Return! Something odd is going on there...
When are you going (date and time of day), do you have or are eligible for any railcards, and how willing are you to travel around on slower/longer routes? All of these effect what options you will have!
---
Edit - I wonder if this is because the booking engines are trying to send you on an invalid route?
--
Edit - 2. Indeed, success! The ticket is NOT valid via Milton Keynes, but (as this route is quicker) the booking engines all suggest that you travel via Milton Keynes. To find times for the return ticket, click search with condition 'avoid Milton Kenyes Central'
The
routeing guide easements covers this specifically, in fact:
"700066 Customers travelling from Northampton to Rugby and beyond may not travel via Milton Keynes. This easement applies in both directions."