The Falcon 9 is meant to deliver the JCSAT-14 satellite to a very elliptical orbit high above the Earth’s surface, called a geostationary transfer orbit. This high orbit is the reason that SpaceX doesn't expect the rocket landing to happen. The company originally said that "the first-stage [of the rocket] will be subject to extreme velocities and re-entry heating, making a successful landing unlikely." But Musk has since given it even odds on Twitter. Additionally, getting to GTO uses up a lot more fuel than getting to lower Earth orbit. The rocket has to reach higher speeds to get up to the higher orbit, eating up a lot of fuel on the vehicle's initial ascent. That leaves less leftover fuel for the rocket's return to Earth.
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