Train Ticket Is Used As Return Ticket Without Tv

Train ticket to alorstar, penang can be used for return ticket from thai?

I ever traveled to manila without visa, they asked me to show them return ticket,

I showed them the ticket to bangkok,

then they asked me that you have thai visa, or return ticket from thai?

at that time, I had return ticket to my mother country, then didnot have problem.

Same as manila condition, I wonder, thai immigration will ask me the return ticket from penang,

or malysian visa?