defintely yes as airlines have been advised it's their cost to transport you home if you are denied entry to Thailand. ....You can buy an onward ticket for $10 or $12 on sites to satisfy this requirement or an airline ticket that allows you to change return flight date. Here's an article on this subject.
30 years ago my son was 1 in the UK and the Australian embassy here in Perth refused to send it to him. They asked me to do it no issue. So post the rules as don't think its changed