He must have. I think it's part of the process of becoming a Returned. You die, you see the Iridescent Wave, you have a vision of the future (although you may be unable to recognize it as such), and in some rare cases, you decide to come back and try to fix things.
But the tidbit about Endowment likely being able to see the future is interesting. Unless there is some leftover of power from before the shattering of Adonalsium, and it's that power that's showing visions of the future, he must be a pretty interesting Shard.
Actually, over on 17th Shard, being able to see the future is the prime candidate for a power all shards hold. It seems to hold across an enormous variety of Shards, and it seems likely that Shard's can interfere with each others visions, just like atium users can.
Atium is, in fact, a prime piece of evidence for this (allowing humans to see the future, even if just a little bit), as is Preservation's ability to create the scarily accurate prophecies. The Almighty in WoK also says he can see the future (but it is cracked, like a mirror, the further you go) and the Cultivation was better at it than he was. And then there's the odd tidbit in Elantris where Wyrn seems to know the future. Endowment seeing the future seems almost mundane once you put it into the proper line-up. So it's not all that unique, really.
Edit: Back on topic, I wonder what the heck Vasher saw before he died. Also, returned having awareness? It seems to me that there is more to awakening that we realize...