Why do functions .NET not return at expected addresses?

I'm not sure if anybody else has noticed this, but when I decompiling .NET binaries and look into a function in DNSPY and set a breakpoint on the return instruction and then step one instruction once the breakpoint is hit. Instead of returning me to where the function was called, it returns me to some internal function. This doesn't just happen with one function, this happens to multiple. How does this happen?