This seems to be hovering in the land of legality, which as a controller, you see this grey area often regarding all of the different rules.
And as mentioned, its not a strange thing for an aircraft to return all of a sudden and not get a new clearance, or SVFR or anything, because at that time it would usually be an emergency and emergency means essentially all rules are out the window until that aircraft gets on the ground and out of harms way.
BUT in this situation, since you were IFR in IFR conditions, staying in the pattern (which is sounds like what you did) would be illegal. the only way to be in the pattern in these conditions would be special VFR, which you obviously did not get. to be legal, that controller would have had to hand you off to departure, and departure would clear you to your destination airport (wherever you departed from and are now returning to). YOU could have cancelled IFR and asked for SVFR back into the airport, which would have been no big deal (at least in my airport, because the tower is certified for radar operations....so we can easily see other traffic and insure the extra separation required for SVFR ops)
You would then have to be vectored for some sort of instrument approach, or YOU would have to ask for a contact approach.
It doesn't sound to me like you did anything wrong, because all you did is tell ATC you wanted to return, and the controllers did it incorrectly. you COULD have asked for SVFR or a contact, but you most definitely do not HAVE to.
So, long story short, you needed to either:
1. goto departure (since this tower is not radar certified) and get cleared back to your airport and vectored for an approach
2. ask for a contact approach
3. cancel ifr and ask for SVFR.
that is all i can think of for now...but im almost positive you are in the clear and did nothing wrong, but as someone else said you can always file a NASA report to feel better about it.