In the midst of having some fun with using TNT to push entities, I have found that some entities that are shot upwards past the build height do not return as that entity but instead as dropped block of the related block.

I have tested this with Falling Sand, Falling Gravel, Falling Anvils and Shot Arrows and all return as their respective dropped items after they travel beyond the build height, which was set to 256. This is not affected by the players Game Mode.

There is an attached map file with a proof of concept to demonstrate this. If you fill all the dispensers with TNT and place sand in the marked location, you will see the sand travel up as a block and return as an entity.