At least in the US, Amazon has arrangements with major shipping companies like UPS and FedEx. So if you want to return something, Amazon says "Bring the item to your local UPS store and have them scan this QR code." The QR code gives UPS the shipping information it needs.
I just did a similar return for an Ebay package, but with USPS. At least in that case there's definitely a label, it's just a matter of who prints it. You could print it yourself from an attachment on the email, or show a QR code at the post office and they'd print it.