Not like for like but we had a similar situation where we were flying from YVR to BKK and back from ICN (via TPE) to YVR and hadn't bought tickets for our middle leg from BKK to ICN.
This kind of raised some flags for the counter check in people at YVR. The guidance they gave us was that if we got questioned by Thai immigration about a lack of a flight out and when we were leaving Thailand, to make sure we were had a specific date in mind that we could speak to from an itinerary perspective if asked instead of the loosey goosey answer I gave to the YVR counter people. ("I don't know, maybe a week. We're likely going to buy a flight online out of Bangkok online.") I'm assuming this would be handy advice if questioned by Korean immigration too.