Is it acceptable to enter Thailand on a 30-day visa exemption to obtain a Retirement visa later?

I booked cheap flight to KL, will cancel in country and apply Non-O within 30 days.

Who you flying with !

Google ‘online forward ticket’

Getting the Non-O retirement Visa in Thailand shouldn't be a problem, but you may be required to show onward travel within the 30 days of your entry stamp. Most likely your airline will require this before allowing you to board, but immigration can ask you as well before allowing you entry into Thailand.

Your intensions don't matter, because the rules say if you are entering on a 30 day stamp you must be able to show you are ready to leave within that time.