Don't confuse "will" (desire, wish) with "will" (intend, future tense auxiliary) and "have" (own, possess) with "have" (past tense auxiliary).
"I will have returned" is future-perfect tense (an action in the future that will complete), but 'vil ha' is "want (will) to have (possess)".
"Vil" is a modal auxiliary verb, so it cannot be the main verb of a sentence.
If what they want is expressed by a noun, you need to add the verb "ha" after "vil". If what they want is expressed with a verb, then that verb takes the role of main verb in the sentence:
"De vil ha iskrem."
"De vil spise (iskrem)."