Why do I need to change return type?

public class Test {
    public static interface Killer {}

    //Cat implements Killer, so Cat is of type Killer, too
    public static class Cat implements Killer {
        //we return a Killer reference here, cause a Cat is also a Killer that's no problem.
        //We could of course return a Cat reference as well...
        public Killer catGetInstance() {
            //check the object type - it's Cat
            System.out.println(this.getClass().getSimpleName());
            //create a Object reference variable and assign this.
            Object o = this;
            //do the same with the Object reference var and output the object type
            //object type is still Cat.
            System.out.println(o.getClass().getSimpleName());
            //return this; //no problem, User is a Killer
            return o; //Error the refernece variable is of wrong type, Killer expected, Object provided

        }
    }

    public static void main(String[] args) {
        //here we get a Killer reference and assign it to an Object reference variable. That's allowed
        //and happens automatically if done to the more general type. The other way round, to the more special
        //type would need explicit casting
        Object o = new Cat().catGetInstance();
        Cat c = (Cat) o;
        //Cause a Killer is a Cat this works
        Killer k = (Cat) o;
        System.out.println(o.getClass().getSimpleName());
    }
}