I’ve been asked by both the airline and immigration at BKK on a couple of occasions, I always have POOT to show if asked, this year I have a one way from BKK to KL which cost 1100 THB, well worth it to avoid hassle.
You can buy a ticket from onward travel for around £12, but I've just bought a genuine ticket (which I won't use) from Bangkok to KL for £26 which can't be questioned