Is it necessary for the monthly 65,000 baht transfer for retirement visa extension to come from a pension?

That is not correct. As long as it derives from an overseas source it meets the requirement for the retirement visa. However, money from a foreign pension can be tax exempt under Thai tax laws, which may be the context in which you heard something about pensions.

I have just renewed marriage visa today, they said proof of origin of funds is now a requirement, asked me if it was pension.

Tax purposes perhaps 🤔

I use that method in Chiang Mai, and as far as I know, they really don't care where or how it comes from, so long as it has FTT (Foreign Transfer) on the bank statement.

Chiang Mai Immigration did not ask me for source of funds they just needed a statement from my Thai bank showing the International transfers into my account over the previous year.

It depends on which Immigration office you're going to.

I just extended my retirement visa here in Bangkok and just used a Bangkok Bank statement showing incoming monthly international transfers.

What passport do you hold? If it's from a country where the embassy in Thailand still issues an income affidavit/certificate then that's where you go. You prove your income to the embassy and they issue a certificate you can take to immigration.

If your embassy doesn't issue a certificate then you need to put 800k baht in a Thai bank until your 2nd extension. From that point forward you can change to 65k baht per month income provided you can show international transfer of 65k baht minimum each and every month for a full 12 months prior to applying

Why would it need to come from a pension? Many folks have investments and or rental income, and no pension.

I used the yearly statements from my pension provider.

You need to contact your local immigration office for details. Many don't require proof of source for international monthly transfers. However, some want to see documents proving a source of funds, such as SS documents in your home country or similar. What exactly they want is office-specific.