A good question. It's probably a scenario the powers that be at Hertz probably never considered. Then again, going back to my original assumption, if you are Hertz Gold and have your debit card already on your Hertz profile, then I would be very surprised if they asked for a return airline ticket, regardless of what the return was set to.

You could always just call Hertz ORD and ask them. They can be reached at (773) 686-7272.