Difference between add_filter versus add_action
pre_get_posts is an action and not a filter. $query is passed by reference which is why CODE A works without returning anything.
CODE B returns $query but again that code works because query has been passed by reference. The return value of the hook isn't assigned to anything.
do_action_ref_array( 'pre_get_posts', array( &$this ) ); add_action and add_filter are used in different contexts but the code is the same (add_action is an alias of add_filter). While both sets of code posted will work the correct usage is add_action.