So what we are looking at is air conditioned air is insulated (going to the rooms) and the return duct work is not insulated (coming back)?
If so then the equipment might have been set up for both hot and cold forced air, the idea being that it wasn't necessary to insulate the return air since it would be reheated/recooled before being sent back into the house. But you are not heating at the A/C unit, you are heating through plumbing/pipes and the air is not being reheated.
If it is just a short duct from the air cleaner to the other unit and then return ducts are insulated I doubt that much thermal loss could be present. However you could 'experiment by throwing on a blanket or two over/around that duct to see if any improvement in air temperature takes place.
I took a gander at the Lennox site and this:
http://www.lennox.com/pdfs/manuals/Lennox%20PureAir%20Manual.pdf to get a better idea of what we are looking at. I assume that if the filters are not seated properly at the purifier unit that the unit will not come on. If it still runs even without the inserted HEPA and mesh filter, pull each and see if you can push them back into their slot to 'reseat' them. There is most likely a gasket around each filter. Further if you have a sliding door/drawer to your unit make sure it is completely closed. Again I assume that there is a gasket - it is not shown in the little video of the unit that I found here:
http://www.lennox.com/products/overview.asp?model=pco I doubt that a leaky seal at the unit itself would result in too much air cooling or sucking in cold air from the basement.
Since in your first post you said
'I have a total of 8 returns on one floor. I guess you have two or more stories.
What you could try is shutting off the return(s) on the first floor, and opening up the returns all the way on the top floor. Open all the doors inside the house to allow the heated air to rise to the top floor. What should happen is that the hottest air should be sucked into the ducts, circulated and pushed out at the ground floor.
That should result in warmer air coming into the downstairs returns. If not then you are still getting substantially more cold air from someplace else - a busted pipe, a A/c venting hole - something.
Mind this is a 'temporary' fix that is not a permanent solution - but can tell you a few things about what is going on while hopefully increasing comfort levels until you get an HVAC specialist in there to look at what you have.
The reality is that your system is highly inefficient, and is going to run you a lot of extra money in heating (and potentially cooling) energy. I wonder if on hot summer days if your A/C isn't having to work overtime to compensate as well.
There is a science to the sizing and placement of ductwork - factors like air friction, static pressure blah all have an effect on the end result of the air. if this system was installed with too large or too small of duct work then the result would be inefficiency in heating and cooling.