This is my solution for this.
I'm not describing a return in the first function and also document the inner function, which results in getting the documentation from the inner function.
/**
 * Function to create a Function with multiple prompt messages
 * @function
 * @param {Number} count - number of times to prompt
 */
function many_prompts(count) {
  /** 
   * To prompt a value multiple times
   * @function
   * @param {String} prompt - parameter to prompt
   * @return {void} prompt the input parameter
   */
  return function(prompt) {
    for(var i=0; i < count; i++) alert(prompt);
  }
}
//Example of use:
var y  = many_prompts(3);
y('Hello World');
Which is then shown e.g. in vscode like this...
For the outer function:

For the inner function:

You can also add an additional description when assigning the function, to describe the difference
/** 
 * Function to prompt a value 3 times
 * @function
 * @param {Number} prompt - parameter to prompt
 * @return {void} prompt the input parameter
 */
const y = many_prompts(3);
y('Hello World');