It might be good to differentiate return to zero, zero retention, and tracking.
Generally, tracking is referring to the adjustment of the reticle relative to the adjustment increment of the turret. I've seen scopes with dead spots, scopes where the reticle adjusts more than what the turret indicates, scopes that adjust less than what the turret indicates, and scopes where the reticle does not adjust parallel/perpendicular to the reticle. All of these things can occur in a scope depending on the location of the erector tube within the main tube. For me, I static mount my optics and check them on a tracking board to see how they do across the entire available adjustment.
Return to zero is self explanatory - the ability for the reticle to return back to the zero mark after the turrets have been dialed up/down or left/right. I've seen even the el-cheap-o chinese scopes that don't track properly return to zero just fine. Main reason is the adjustment value up equals the adjustment value down. So, a dead spot is a dead spot regardless of direction, a canted reticle is canted regardless of adjustment direction, etc. Precision Rifle Blog did a tracking test on a bunch of optics years ago, and his results mirror what I've seen. Again, you can static mount the optic to see if they will or won't return to zero.
Zero retention would be referencing the ability for the scope to maintain zero during use - or more generally the ability to maintain the reticle position during use without any adjustments to the turrets. This is where live firing can be used as part of your checks. Live firing for tracking and return to zero is really just a poor choice. Also live firing on a .22 or 223 "trainer" doesn't really count. Live fire with your actual rifle. If you constantly drop your rife in the field, go ahead and drop it before you go hunt. Mimic how you'll use your gear and see what holds up and what doesn't. The biggest problem with these checks is that most people don't have the ability to shoot at a level to discern errors. When an error is found (or perceived), most can't/won't trouble shoot to isolate whether it's the shooter, mount, scope, ammo, rifle, etc.
Tracking and return to zero have quick, easy, and definitive methods to check. However, you'll see/hear people make claims of zero retention problems because it's more of a black box. Shooters love blaming black boxes.