Just because the 2nd movie ended with Luke doing exactly what Yoda and Obi Wan told him would mean he could never become a jedi, that's no reason for him to not become a jedi. Thus, it's the return of the jedi! Later, as even though he's calling himself a jedi early on they action movie reviews still say he isn't one yet. It's a bit confusing...
Source: Star Wars: Return of the Jedi Movie Review - Decker Shado