Returning clause returns qualified mutations as you don’t have any predicate every document qualifies update (in set clause you updating some cases same document with same value).
UPDATE default
SET Bookings = ARRAY book FOR book IN Bookings WHEN book.EndDate > "2017-07-19" END
WHERE ANY book IN Bookings SATISFIES book.EndDate <= "2017-07-19" END
RETURNING Name;
If you want query run faster create following index
CREATE INDEX ix1 ON default( DISTINCT ARRAY book.EndDate FOR book IN Bookings END);