The reason why the airline may want to see a return ticket within 60 days is because being granted a 30-day extension, while highly likely, is not 100% guaranteed. So if you are denied entry by Thai Immigration because you do not have a return ticket within 60 days, the airline would be responsible for flying you back home. That is an expense they do not wish to incur.
I have no doubt that some readers of this forum will testify that they have never had a return ticket and have encountered no problems with either the airline or Thai Immigration, but the question for you is: "Do you want to take that risk?" (My testimony is that I have been checked by the airlines before boarding several times.)