Dunno if anyone noticed this, but Harvard seems to explicitly state on their website that they prefer candidates who intend to return home after the LLM.

See: Admissions criteria.
http://www.law.harvard.edu/academics/graduate/admissions/Instructions0607.pdf

Is this a fact? I find this slightly surprising, no other school implements such a policy.

I don't find it surprising.

1. They want their fame and influence to continue to spread around the world. The best way to do this is to have alumni everywhere.

2. There are TOO many lawyers in the USA. They may want to help stem the tide of immigrant lawyers.