Hope this isn't off topic, I have the same situation with my tickets from Hong Kong to Dhaka. I am a HK resident and I travel every month to Dhaka, but with a DAC - HKG - DAC ticket (it just worked out easier for administrative purposes). Usually when I leave Hong Kong I don't yet have the next trip booked.

I usually check in on-line and I have never been questioned at the gate. From time to time I check in at the airport and on only two occasions have I been asked why I didn't have a return ticket. Each time I explained the situation and nothing more was said, although once I had to get the supervisor to come and give her OK.