There are quite a few questions & answers about hacking around the limitation of C# not allowing method return (and argument) types to be changed to compatible types on
Eric Lippert already answered this way better than I could.
Check out his series on Covariance and Contravariance in C#
and
How does C# 4.0 Generic Covariance & Contra-variance Implmeneted?
EDIT: Eric pointed out that he doesn't talk about return type convariance but I decided to keep the link in this answer because it is a cool series of articles and someone might find it useful if looking up this topic.
This feature has been requested and almost 5 years ago Microsoft has responded with "Thanks for logging this. We hear this request a lot. We'll consider it for the next release."
And now I'll quote Jon Skeet because it would not be a proper answer on StackOverflow without an answer by Jon Skeet. Covariance and void return types
I strongly suspect that the answer lies in the implementation of the CLR rather than in any deep semantic reason - the CLR probably needs to know whether or not there's going to be a return value, in order to do appropriate things with the stack. Even so, it seems a bit of a pity, in terms of elegance. I can't say I've ever felt the need for this in real life, and it would be reasonably easy to fake (for up to four parameters) in .NET 3.5 just by writing a converter from
FunctoAction,FunctoActionetc. It niggles a bit though :)