This sort of thing isn't unique to Lisbon. I remember, a couple of years ago, having to show proof of travel before being allowed into the terminal building at Chennai (Madras). What happened to travellers who didn't have such proof (ticket, itinerary on a travel agent's letterhead, website print-out, etc), I don't know, but ostensibly they couldn't have entered the airport and so could not have travelled.
I guess the moral is always to have proof of travel with you at the airport...