Yii 2.0 ajax request CSRF validate fail

In recent Yii 2.0 dev, I found the ajax request always get csrf validate fail feedback, the error message is

Bad Request (#400)
Unable to verify your data submission.

After test, I found the problem is csrf cookies not set correct,  I still get this kind error after config Yii::$app->request->csrfParam and Yii::$app->request->csrfToken. How To Setting CSRF Params

After more debug, I found the problem is because view render code in Controller. Demo Code:

//Correct
return $this->render()
//Wrong
echo $this->render()

It's working again after switch back to return.