Well maybe it's my small brain but I remember in math class it was very important that "a function has only one return value", which probably is part of why I was confused.
Technically generators still only have one return value: an Iterable. That Iterable represents an object with a "next()" callback and you can entirely write by hand Iterables as simple dumb objects if you like. (The generator function syntax makes it a lot easier to build complex state machines, but most languages aren't going to stop you if you prefer to write your state machine by hand.)
