they mention on the immigrations page that it is not yet required for your application, but only upon entry. Makes most sense of course: first let them decide if you can come, then book. Not first book and then let them decide if you can even come, like Thailand thinks is logical (:
New Zealand does require proof of onward travel, unfortunately. For their most common type of visa, that is.
Australia stands pretty much alone in their reasonable approach. Only three countries kind of match this, all near Thailand: Cambodia, not requiring proof of onward travel from citizens of decent countries (though they do require it from Ethiopians, Somalians, etc.), Vietnam, requiring it only for their 15 day visa exemption but not for 30 day visas and up, and Laos, not requiring it under any circumstance (even more lax than Australia which still requires it for their transit visa, which, let's be fair, is nothing but reasonable).
Exchange in Thailand at Superrich. They charge negligible fees, especially for THB to other currency transactions. Malaysia is close to Thailand and their currency is decent enough to get a good rate in Thailand.
immigrations does not make the extension rules. They're an executive body. The government makes the rules, and if any department is primarily involved it is the MFA. This is foreign policy. Immigrations' role is limited to interpretation of the rules.
yes, the mistakes are blatant. We agree on that. But saying they have nothing to do with each other is equally blatant.
The DTV and accompanying rules and conditions are MFA policy. Immigrations only gets as much interpretation freedom the law permits them. Both departments need to know and provide accurate answers to any immigrations-related DTV matters. Coordination is obviously lacking, but without any of it we wouldn't be able to stay in Thailand. Of course they coordinate things.