Do I need to show proof of an onward or return ticket when entering Vietnam on a 45-day visa exemption?

Never been asked in many entries

You might need to show a return or onward ticket to the airline before getting your boarding pass issued. I HAVE seen Vietnamese immigration ask for proof of outbound travel for those entering on the 45 day visa exemption as well, but you're most likely to be asked at check-in, in Bangkok (or wherever you fly from).

If you're concerned - then travel by land. No need to show an outbound ticket that way.

From Bangkok, the fastest way is via a cross border bus to Phnom Penh, then staying a night before catching another cross-border bus to Saigon.

From PP to Saigon, there are at least 30-40 daily round-trip services each day with almost a dozen different operators. From Bangkok to PP, there are just 2 or 3 daily round-trip services via 2 or 3 different operators.

I do think it is supposed to be a requirement. However, I went to Vietnam twice last year on holiday using the 45 day visa exempt. Not asked to show the return even though I had one. Back in 2017 I flew in and was asked but not in 4 trips since.