So we know that shattering the Sun ends the world instantly

But think back to how the world started falling apart when the Entity became distressed that Niko was upset.
Now imagine how much worse the Entity would feel when despite all its warnings and pleadings, you told Niko to return the sun and remain trapped in a virtual world that cares more for Niko than it does for itself.
NOW imagine what effects an incredibly distraught entity would have on the world. It would likely tear itself apart incredibly rapidly, don't you think?

So if the Solstice ending is to be believed, the Return the Sun endings not only traps Niko but likely ends the world (but not instantly) too, making it the worst ending. Sure, Niko doesn't really return home in the Return Home ending either, but at least that ends the world instantly as opposed to tearing itself to pieces quickly enough to kill people but slowly enough that they know what's going on, with all the terror and grief that brings.