At least in LW, (values) returned to the REPL stops the repl from printing anything. I've used it when the value otherwise returned would print something big (and long).
I would expect to see it in (a) functions called at the top level and (b) in places where "nothing" returned vs. "something" returned has meaning, but not as an indicator of side-effects, i.e. I have not witnessed it being used often enough for it to feel like an idiom (convey information) to my eyes.
Hmm. Can (values) affect the optimizer or help the GC'er?
pt