That's not really a React behavior, but it's how JS and arrow functions work. By using this syntax () => () you are telling JS to return the value between parenthesis (without the need for an explicit return:

const a = () => ('returned value')

const b = () => {'returned value'}

console.log(a()) // 'returned value'
console.log(b()) // undefined

so using const a = () => ('returned value') is the same as doing:

const a = () => {
  return 'returned value'
}