As a full time postal employee I have seen this happen when a letter, such as yours, is given to the wrong route to be delivered. The carrier is supposed to put the mail in misthrows so it gets resorted to the proper route. In some cases though, I believe, they accidently put it in the forward mail. When it gets processed, because you don't have a forward, it gets the yellow sticker to go back to the sender. Yours must have gotten the sticker, but made it to the proper route, where it was delivered to you. I see this happen a lot, when substitute carriers get a piece of mail they don't know what to do with, so they just stick them all in the forward mail, assuming they will get resorted back to the right route. It's mostly due to their laziness and unwillingness to turn the letters over to the proper area for resorting or delivery. Not saying that is what happened, but sounds like it to me.
"He stood there like the house by the side of the road, and watched that one go by." - Ernie Harwell