cannot use result of (insert..returning)

Hello,

I need to use query like:   select (insert into test (a) values (x) returning b),c from anytable 
where condition
but it say   ERROR: syntax error at or near "into"

Is this a bug?

Function does not work too: create function addt(..) returning .. as 'insert ... returning ..' 
language 'sql'
ERROR:...
DETAIL: Function's final statement must be a SELECT.

BUT:  create function addt(..) returning .. as 
'insert...(nextval(..)...);select currval(..)' language 'sql'
work in   select addt(x),c from anytable where condition

but this function is analog of "insert...returning" in any case
Why analog work "better" then original?
What is my mistake? (I dont want use functions here!)

dvs