No, it won't - AX2009 doesn't support attributes at all.
You can't simply return an X++ object to .NET, the .NET process wouldn't know how to handle it - you can either use primitive data types with implicit marshaling handled by .NET Interop, or convert the X++ type to a serializable .NET type (that's what the attribute would do for you). In your case, I suggest using StringCollection (you would have hard time if you tried to use generic collections, such as List<string>, from X++).