@George ******
. They can ask you or not. It's their discretion. If they ask and you dont have one,they can deny you entry. If you prefer not to follow the advice you mentioned that you received ,then you do so at your own risk of being denied.
You didn't waste a return ticket unless you were planning on never leaving and that requires a lot more than a visa exempt entry 😉. Try getting into most western countries without a return ticket and/or visa.