Here's why:
* Fuel Return Line Function: The return line sends excess fuel back to the tank. The fuel pressure regulator controls how much fuel is returned, maintaining the correct pressure in the fuel rail.
* Stuck Open Regulator: If the regulator is faulty and stuck open, it's constantly returning too much fuel. This lowers the pressure in the fuel rail below what's needed to keep the engine running. Removing the return line eliminates the return path, allowing pressure to build and the engine to stay running, albeit with dangerously high pressure in the system (not advisable for long!).
* Other possibilities (less likely): While less probable given the symptom, other issues could include a clogged fuel filter (restricting flow), a faulty fuel pump (weak pressure), or a problem with the injectors themselves (leaking excessively). However, these would likely manifest as starting issues or poor performance even *with* the return line connected. The fact that it runs ONLY with the return line removed strongly points to the regulator.
Important Note: Running the engine with the return line disconnected is extremely dangerous. The fuel system will be under excessively high pressure, potentially leading to fuel leaks, fire, or serious injury. Do not continue to operate the vehicle in this manner. Get the fuel pressure regulator replaced by a qualified mechanic as soon as possible. A pressure test of the fuel system is recommended to confirm the diagnosis and rule out other potential causes.