it is going to be. The W4 is just there to help you withhold some taxes now so that when you file your return you don't owe a bunch more in order to pay the full amount of the liability. So you don't "claim them on your return instead." You claim them in both places.

If you don't put them on the W4, you may end up having too much withheld and you will end up getting some back in the form of a refund when you file. But it doesn't change how much you actually end up paying for the tax year.