The problem is more the airline than Thai Immigration. I always get the 60 day tourist visa so it wouldn't worry me in this case. But I have done a Vietnam trip before Thailand and the airlines at all airports asked for forward travel. You see as
@Stein **********
said the law is clear and you can get pulled up on it in Thailand. The reality is though that over 33 years of going to Thailand Thai Immigration has never asked me to show onward flights. Take the risk if you want to but a tourist visa is cheap and the best way to go for your case.