Hi JatTiw,
The third wire is used as a reference so that your temperature transmitter only reads the differential resistance (the RTD), so you are correct within reasonable boundaries. Some care must be taken in extra long circuits to avoid errors due to distributed parameters even though it's a DC circuit.
How far are you going, what size conductor, and what is the RTD's base resistance? Answer these and I'll volunteer how much potential error you may be inducing.
Old Dave