Why is it not advisable to have a return air vent in the same room as the furnace? And does this also apply when using the air conditioner?

When the furnace is in the heating mode it burns oxygen out if the surrounding space, if the return is in the same space it can pull combustion gases out of the furnace. The furnace needs to acquire this combustion air from out side of the occupied space. Applys only to furnace. Mike