modal verbs - A particular usage of "would" in the context: they did return my car, why would they do it?

The following dialog is taken from the movie Sin.City.A.Dame.to.Kill.For.2014:

Josh Brolin's first-person narration: I've taken a beating before but never like this. Never like this. The sounds go wet. Maybe he keeps hitting me. I don't know... ...I'm gone. Gone to that place where there's no pain or thought.

Josh Brolin's first-person narration: I wake up in mid air. The pavement rushes up to give me a big sloppy kiss. I'll be damned. Door to door service. Then I spot my Mustang, which makes no sense. Why would they return my car?

Josh Brolin: Get out of here.

Eva Green: No.

Josh Brolin: Put your clothes back on and get out of here, now!

Eva Green: No. You had your chance. You could've stayed away but you came for me. You still want me, and I'm yours, now!

I find that would confusing as well. Since they did really return his car, why use would there?

I think it should be: Why did they return my car?

Would makes return my car hypothetical or imaginary, I suppose. So what is the particular usage of would here?

Meanwhile, since the car return occurred before Brolin woke up, why not say "Why would they have returned my car" instead?

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After I considered JGL's answer, I think the original line could be paraphrased in a similar way: they returned his car and now Brolin is wondering why they would have done such a thing.

So why would have done is used here instead of would do?

Answer

Given this context, what is the difference between "Why would they return the car?" and "Why did they return the car?" 

The question "why did they return the car?" requires a factual answer.  Why did they return it?  I don't know.  We'd have to ask them.  The only answer that's good enough is the actual reason for their action. 

The question "why would they return the car?" allows for speculation.  There could be any number of plausible answers.  Why would they return it?  Maybe I can guess a number of reasons.  Maybe I can't guess any.  A good guess explains why they would, even if it turns out that that's not why they did. 

If I can think of fifteen good reasons for returning the car, but they had only one reason when they returned it, then there exist fifteen answers to "why would they?" but only one answer to "why did they?" 

The question "why would they return the car?" works well as a rhetorical question.  A statement that means nearly the same thing as the rhetorical question is "I can't imagine any reason for them to return the car." 

 
One simple way to express this difference is to say that "why did they return it" is in the indicative mode, but "why would they return it" is in the subjunctive.