If your opponent's serve is short, then the ball is dead immediately and the rally is over.
You don't have a choice to return a short serve.
This is unlike a serve that's going long, which you can choose to play before it goes long, provided you do so before it hits the back wall and becomes a dead ball.
This is because the ball is still in play until it actually touches the back wall, at which point it's dead and you can no longer return it. With a short serve, the ball is dead before you have any opportunity to play it.
Your opponent either gets a second serve or you get a sideout depending on whether it was your opponents first or second serve and what rules you're playing by.
