Maybe a bit of history is in order:
The first time a larger group of people required keyboards, these were data entry clerks, who had undergone the specialist training required to type fast.
For a typist to work without looking at the keyboard, their arms should not have to move, so you'd keep your fingers either on the home row (for alphanumeric input) or on the numeric pad. If the form requires both text and numbers, there would typically be two sections (which is why several forms ask for the city first, then the zip code, and only numbers afterwards, the origin of "1-Male/2-Female").
As a compromise between form entry and typing longer texts, the default mapping for the large key on the right of the alphanumerics area became Return, which inserts a line break; in order to advance to the next form field, Shift-Return provides another Enter key (which is why the word "Enter" is printed on the key).
This distinction has largely fallen out of use today as typing is no longer a specialist job, but computers in the home need to be intuitively understandable (rather than easy to use), and people have grown accustomed to using the Tab key to move between fields (which is actually quite cumbersome when your hand is placed so the index finger is on the f and the Ctrl key is still reachable).