The usage can be called a misnomer in the present sense of the term. You have to peep inti the history to know how such an usage came into being. The furnaces were made long before the invention of air conditioning. As a result, in winters the hot air would come from the furnace through the supply register. And cold air would h go back through the air-return grille. As the grill would suck in cold air from the room it came to be called cold air return grille. However, now that air conditioning is very much a part of a HVAC, the air- return grille also sucks in hot air from the room to send it for cooling. However, the term "cold air return grille" has stuck and is still used frequently today.