I watched an AEP video and I heard something about a neutral being used as a return line to the substation for stray current to travel down.

One issue with ungrounded delta systems that likely prompted the development of the grounded Y systems is while the phase to phase voltage was known and usually steady, the phase to ground voltage was essentially an unknown quantity, and often varied depending on the state of the insulation. Many early delta systems often used 'ground detector' systems to warn of insulation failures.

Intermittent faults are the worst on a delta system - there was one situation where one person was measuring over 1400 volts to ground on a system that was only 240 or 480V phase to phase (it should be on the Internet somewhere). It seems there were also issues with failure of the winding insulation inside transformers in a few cases. But with a grounded-wye system, the phase wires are at a known level relative to ground.

Even today, installations that were originally true ungrounded delta are either being served as grounded Y or grounded through a resistance to 'pin' the voltages relative to ground - Justin may have come across one such resistance recently.