The smell has nothing to do with return air ducts not permitted in kitchens, nor the filter becoming a grease trap.

The picture is self explanitory. Where do you think the smoke and flames from a grease fire on the range will immediately go? The kitchen fire quickly becomes a fully involved fire.

The Mechanical Code prohibits return air ducts within 10 feet of a cooking surface. My pesumption as to why the same language is non-existant in the Res Code is few 'kitchens' have 10 feet in any direction from the range.