That's why we have to be careful to check details, such as if the person reporting stayed in private accommodation & can therefore be 100% certain no TM30 had been filed.
If in doubt it's best to make sure you have a copy, yes. Very few newby tourists would know that, of course.
I've never heard of anybody being asked for a physical copy if it's been done online (i.e. "in the system"), & it sounds dubious.
It's only in recent times that IT Square started checking if people have a TM30 registered or not, therefore it's quite possible they may have gone back to not requiring it at all. These things change. A report from somebody who has extended a visa exempt stamp & who didn't have a TM30 filed would be of value.
I've hitched a lot in Thailand & most of SouthEast Asia + many other countries. In SE Asia it's not about saving money, it's about saving time. You meet a lot of interesting people. Thais say it's very dangerous to do it in Thailand, so it's not for everybody.
I would prefer to communicate with them in a less pleasant & more physical way about the issue but not enough citizens are ready to wake up & stand up yet! ;)