[SEJeff]

Landing the rocket back on the pad requires significantly more fuel for most missions. The reason most Falcon 9s do landing at sea instead of RTLS is due to this. They have to boost up and out over the ocean to the correct insertion coordinates, and then they run out of fuel (for the mission). When they run out of mission fuel, they just use gravity and fall straight downwards to land on a drone ship.

In short, performing RTLS requires additional fuel. This is fuel that can no longer be used to boost the payload into the correct orbital insertion. So all RTLS missions tend to be lower performance missions that don't need the full power of the Falcon 9 / Heavy since they have fuel to spare for RTLS.