is the return method for each component not working?

map creates a new array whereas forEach just loops through the array. In this case, we want createGrid to be an array of Square components. If you use forEach then, createGrid will be undefined.

According to MDN

The map() method creates a new array populated with the results of calling a provided function on every element in the calling array.

whereas in forEach

The forEach() method executes a provided function once for each array element.