@Jonathan *************************
No, you cannot be asked at "any time". It depend entirely on the border you are trying to enter from.
No, you have not come across people being asked for the 3 proof of at "every crossing I can think of", this is factually incorrect. Mukdahan, and especially Nong Khai, do not ask for this ever.
Your friends were not doing a border run in Laos.
Onward ticket is well known and people who enter by air often use it.