It's a common found practice for both Delta Airlines and Korean Airlines to Ask for proof of your flight departing Thailand within the first 59 days of your arrival into Thailand. I fly Delta Airlines and Korean Airlines to Thailand OFTEN.
Other airlines are asking for the same proof.
IF you are in the Delta SkyMiles program, just use 22,500 miles and book a One Way ticket to SGN Saigon..Ho Chi Minh City. Book it and then cancel the booking online. No $$$ paid ticket needed.