I don't know that this necessarily has to be the case. I flew HKT-BKK-SIN over the weekend and we did leave the airport for the Bangkok weekend market. At check in, we told the agent that we would like to leave the airport so we did not get the CIT stickers. However, they did not give us our connecting boarding passes from BKK-SIN because we were leaving the airport so if you go this route, you'll need to allot time to check in.