In HoI, convoys are meant simply as one way transfer of something, i.e. you transport goods from one place to another, in one direction only. But it is great waste of transport ship tonnage, especially in a time of war, when you need to use every possible resource you have (including transport capacity), to support you war effort. Thus it'd be much better if we can use one convoy, e.g. from British Isles to India, to transport supplies from BI to India and goods from India to BI. Using its capacity on the way back home to BI from India.