Thank you for reading the site so closely you actually noticed=). The side-effect notation I absolutely cringe inside for, and this (along with the jQuery dependency) probably took the most soul searching.
What it came down to is this behavior leads to a really nice syntax inspired by the excellent coffeekup js templating language (http://coffeekup.org/). The key is you can't really do computation or logic in anything but a function so using functions for nesting elements leads to elegant code. For example you could generate `li` tags inside of a `ul` tag: ul(function(){for loop{ li(...)}}).
That said, you don't have to use the functional notation to use OJ. All the functions and plugins support an _ variant (_YouTubeVideo, _div) that don't emit, and in addition everything in OJ can be written with a list syntax I call OJML. The syntax looks a bit like lisp and is actually what the functions, plugins, and css are all generating: [div, {'class':'my-cls',[YouTubeVideo,'url/to/video']].