Confirmation Statements replaced Annual Returns a few years ago (2016?). If people are searching historically for one, they will usually want the other, so it looks like they’ve mapped one onto the other for this purpose.
If you strictly only want confirmation statements, you could just ignore anything before the date they were introduced (which you’ll need to double check but think it’s early 2016). Alternatively search by form type instead (CS01).
The documentation is definitely out of date though, but apart from Confrimation-Statement, which was introduced as a category later I don’t know anything missing. There are a bunch of enumerations here: https://github.com/companieshouse/api-enumerations but I couldn’t find one for this (it was just a quick look though).