I do think it is supposed to be a requirement. However, I went to Vietnam twice last year on holiday using the 45 day visa exempt. Not asked to show the return even though I had one. Back in 2017 I flew in and was asked but not in 4 trips since.
When my pal and son were leaving (Just before blacklisting came in) he had to pay a fine for them both. The son is disabled and is Thai but on British passport. The immigration did not want to fine the kid but had to. They were very apologetic apparently.