On the * alliance FT thread
http://www.flyertalk.com/forum/Forum82/HTML/001599.html there are apparently cases of an ex-CAI * RTW being delivered in Europe or Canada at CAI prices (for travel starting in CAI). So it is just for the convenience of already having the RTW ticket when you arrive in CAI on another ticket. Does this same possibility exist for OW, and if not, where is the difference in the rules between * and OW?