Why do I need to use function as an argument and can't just use the value it returns

I'm new to jQuery, and I'm looking through a tutorial that covers DOM changing.

Here's an example from that tutorial.

HTML part:

<h1>My Awesome Post</h1>
<p>Lorem ipsum dolor sit amet, consectetur adipisicing elit, sed do eiusmod</p>
<p>Lorem ipsum dolor sit amet, consectetur adipisicing elit, sed do eiusmod</p>

Script

(function() {
  $('p').eq(0).after(function() {
    return $(this).prev();
  });
})();

I don't get why do I need to use the function here if all it does is returning a value? Why the following statement doesn't work?

$('p').eq(0).after( $(this).prev());