this is how it works internationally. If the airline flies you and you don't have the needed documents to enter they have to fly you back at their cost not yours or the denying country. Doesn't matter which country you leave from or enter.
I noticed there aren't any rules listed when you go to write a post. This would be a good rule and I think most people who do this just joined and won't know better any other way. They won't see this post I mean.
I came from Canada a dozen times and never had the onward ticket BUT I was prepared to book it on my phone at the Thai airport if needed.
As Tod mentioned the bigger issue is the airline bringing you but I used the same plan just show up a little early leaving so you have time to book that flight.
I've never heard anyone rejected when leaving or on arrival but you could be the one.