Today, I arrived on a international flight at BKK to collect my bag and boarded a flight to Vietnam. The departure IO asked me, why I’m going to Vietnam? I thought that was a strange question and frankly none of his business. Is this normal?

It is a lot of hassle to transfer if the luggage isn’t checked through.

i would just have said it's a great place for a holiday.

is it possible the IO was attempting to make reference to what you mention - it is much better to have your luggage checked through such that you can stay airside for the flight transfer ?  maybe the IO's english skills couldn't quite get the point/question across in the proper way ?

 

i've never had a question like that on a normal outbound flight.

They were probably gauging how you react to a question - or maybe they are concerned that more people are skipping Thailand for their vacations, due to the relatively more-friendly attitudes of immigration in other nearby countries.

 

Best answer, "Vietnam immigration is always happy to see me.  Here, I could be denied entry for an unknown reason.  There are many reports of people denied entry to Thailand, in an attempt to push some crazy-priced visa.  Therefore, I'm staying away until there is a clear policy."

12 hours ago, Jamin123 said:

It is a lot of hassle to transfer if the luggage isn’t checked through.

I don't think the luggage transfer make much difference. It is matter of the airline or airlines you are flying on. Not all have a connecting flight arrangements so you can transit through the airport instead of entering and departing the country.