I think it should be possible as follows:
1. Rename the .sdlrpx package extension to .sdlppx and open the package in CT.
2. When finished, export it as the return package - Project > Export and Exchange > To package...
If this is a long project, I would recommend testing this solution after proofreading a few segments with your client.
I don't know if the above solution works, but the client should send you the correct format, which is an SDLPPX, not an SDLRPX.
An SDLRPX are meant to be opened on the Trados installation that created the package.
Another solution would be to simply receive and deliver SDLXLIFF files. If an SDLTM was to be attached, it can also be sent and imported separately.
I've just tried with an SDLRPX I created in CT recently. I renamed it to
SDLPPX, changed some segments and exported a new return package. I then
opened the new package in CT, and it worked.
Tomorrow I'm going to try the same with my client (and a client package). Let's see if the client can open the package too.