You win, since the KO occurs before returning the Pokémon to your hand. As long as the KO lets you take a prize card, you win.
You sure about that? I thought that the game doesn't check for KO's until
after the attack resolves. That's why, for example, a Mienshao with 60 or less HP remaining can attack into a Pokémon with Bursting Balloon attached but return to hand before it would be KO'd. Pulled this stunt reasonably often with Shaymin-EX (ROS) and its attack.
I recommend reading page 14 of the SM7 (current) rulebook. It is a little confusing because they insisted on explaining
while using an example, but it says:
When you attack, put 1 damage counter on your opponent’s Active Pokémon for each 10 damage your Pokémon’s attack does (written to the right of the attack name). In the example above, Litten’s Bite attack does 10 damage. Then, Rowlet’s Weakness of ×2 to Pokémon makes that 10 ×2 = 20 damage. So put 2 damage counters on Rowlet. If an attack says to do something else, be sure to do that, too!
Your attack is complete, so check to see if any Pokémon were Knocked Out by the attack.
Emphasis added. You do
everything for an attack before the attack is complete and
then you check for KO's due to damage.
Mienshao ought to bounce itself to hand
before the attack is over... I don't know if the game checks for "No Pokémon in play" during an attack or not. If yes, then the Mienshao player would lose. If no, then I think it is a tie.