The reason for the error is exactly what the errors states: the WSXZ package you are trying to open is a return package. It does not contain the information necessary to be opened as a WorldServer (WSXZ) package exported from WorldServer. The difference between an export and an import package is explained in this article:
SDL WorldServer - What is included in WorldServer Export and in a WorldServer Return Package?An export WSXZ package contains several different files, all relevant to the WorldServer project it has been exported from such as the sdlxliff bilingual files, the Translation memory and Terminology files, other metadata files, a File Type configuration etc. In order for SDL Trados Studio to be able to recognize and open a WSXZ file as a package, it needs to contain the necessary files and information. A Return package only contains the translated SDLXLIFF files. Such a package is supposed to be imported into WorldServer and not to be opened in SDL Trados Studio.