True you are not allowed to use the OUT after the RTN.
However in this case tickets routed via Burnley (as quoted by Yorkie) appear to be the same price in both directions with route any permitted tickets being different prices.
Leeds-Preston is reasonably priced via Burnley (direct trains provided by Northern)
Off Peak Day Rtn (CDR) £17.20
Anytime Day Return (SDR) £17.80
Anytime Return (SOR) £19.30
First class is available for people who are happy to subsidise the rest of us (and I'm happy for the upper classes to subsidise us in this way), priced at £61.80 FOR, aimed at travel via Manchester. However if you travel at a weekend then the £25.20 Off Peak Return (SVR) will do, with supplements (£6 each way).