Saeviomagy
Adventurer
I distinctly recall the PHB stating that you need a separate piece of ammunition or weapon in order to attack each creature in a blast (for those powers that allow this sort of thing). There was no mention of magical thrown weapons removing that requirement, which is probably why I assumed that thrown weapons didn't return (as well as my 3.5E mindset).
But that strongly suggests that the thrown weapon doesn't return in a blast.
Maybe the FAQ is wrong? (it wouldn't be the first time)
It can be seen from basic game design (ie - don't screw anyone needlessly) that the FAQ is, if not technically correct, the superior answer. If you assume 1 throwing weapon per target is needed, then you're making close blast powers significantly worse for a thrown weapon wielder than for anyone else, and without recompensing them in any way.