返回对调用对象的引用 （C++）

问：

有点难以理解这段代码：

#include<iostream>
using namespace std;

class Test
{
    private:
      int x;
      int y;
    public:
      Test(int x = 0, int y = 0) { this->x = x; this->y = y; }
      Test &setX(int a) { x = a; return *this; }
      Test &setY(int b) { y = b; return *this; }
      void print() { cout << "x = " << x << " y = " << y << endl; }
};

int main()
{
      Test obj1(5, 5);

      // Chained function calls.  All calls modify the same object
      // as the same object is returned by reference
      obj1.setX(10).setY(20);

      obj1.print();
      return 0;
}

为什么我们必须返回“*this”作为引用，而不仅仅是返回“*this”？