Excatly. There is nothing cool about throwing a ball back.
I sort of think its cool. Not like, hey look at me I disrespect our pitcher! I think of it more in a way that the opposing team doesn't deserve it. They don't deserve to get any runs off us.
I'd be stupid to do that though. I mean I'd like to get a foul ball. Why would I waste a homerun ball that is much harder to get.