So, our website is HUGE. It has more than 32 languages in more than a dozen countries. There's a good reason for that, related to legal regulations for our business.
Because of that, we have only a few languages/countries as the main targeted pages while the rest are set to noindex.
This is why it was decided only to include the indexable pages in the hreflang list, or it would've been too long and hard to manage otherwise.
Google has removed their Hreflang tool from Search Console, but when it was available we used to get the
missing return hreflang error.
We have different issues with how our website is crawled and indexed, so we're trying to figure out how bad this issue is. Do we really need to add all the existing hreflang options to the list? even the noindex ones?
Also, we don't use x-default as it doesn't make sense [there's no such] - but we might consider using it for a language/country chooser page if it can help us. The question is, how important is it? As far as I know, google considers x-default as a recommendation, not a must.