If you were travelling on a passport other than AU/NZ, then the entry requirements for NZ ( as a tourist) require that there be an onward journey out of NZ
The airline is responsible to ensure that it does not knowingly transport passengers who do not meet the entry requirements , so the check in staff should always be verifying that a non AU/NZ passport holder is holding an onward ticket
Seems to have been a particularly diligent check in agent to verify the ticket details with UA