I had a similar issue back in the NW days -- showing up in MKE with a ticket to go to Kiev (KBP) for six months. The screen told them only three months without a visa -- but I had a flight booked on AZ from Kiev to Milan after one month in Kiev. I could shown them the eticket on my laptop, but they still refused to check me in.
This got a bit scary, as I'd shown up just 60 minutes before the initial flight as MKE is not busy. Fortunately this was an award ticket and I was PE, so after fifteen fruitless minutes trying to get the check in staff to see reason (the only people at MKE who actually know anything are inside the WC past security) I just called the elite line and got the return changed to a random date inside the three month window. Then I changed it back after I got there.
Of course this relied on free award changes, award availability, and getting straight through to someone who could deal with a complex situation without putting you on hold. Fortunately it all worked fine, and we were checked in with about 30 minutes left. All the luggage made it too.
Needless to say in KBP I was never asked to show a return ticket of any kind.