Msg 178, Level 15, State 1, Line 8 A RETURN statement with a return value cannot be used in this context

I received this error message while trying to execute below SQL.

Error:

Msg 156, Level 15, State 1, Line 5 Incorrect syntax near the keyword 'FUNCTION'. Msg 178, Level 15, State 1, Line 8 A RETURN statement with a return value cannot be used in this context.

SQL:

IF (NOT EXISTS (SELECT * FROM DBO.TRACKING WHERE CR = 123)) 

BEGIN

  CREATE FUNCTION [dbo].[UDFDate]()
  RETURNS DATETIME
  AS BEGIN
     RETURN CAST('9999-12-31' AS DATETIME)
  END
END

Am I not allowed to create a Function inside if statement ?

You cannot create a function inside an if statment this way you will get the following warning

Incorrect syntax: CREATE FUNCTION must be the only statment in the batch

you can do it by creating a variable stor the create query in this variable and execute it:

IF (NOT EXISTS (SELECT * FROM DBO.TRACKING WHERE CR = 123)) 

BEGIN

 DECLARE @strQuery AS VARCHAR(MAX)

 SET @strQuery = '

  CREATE FUNCTION [dbo].[UDFDate]()
  RETURNS DATETIME
  AS BEGIN
     RETURN CAST(''9999-12-31'' AS DATETIME)
  END
'

EXEC(@strQuery)

END

but i didn't understand why creating a function to return a static value??!!