@Greg **********
No, you do not need a return or onward ticket if you are entering Thailand with an approved Non-Immigrant O retirement visa. Because it is a long-term visa, Thai immigration regulations do not require proof of onward travel.
While Thai immigration does not require an onward ticket for a valid Non-O visa holder, airline gate agents in the US sometimes mistakenly apply tourist rules.
Carry a printed copy of your actual visa sticker in your passport to show the airline staff if they incorrectly ask for a return flight at check-in.