Yes, we agree that it's annoying. You could probably complain on the grounds that they can't change the policy after you booked. Then again, if you lose the argument, then you're kinda stuck, so booking a refundable airline ticket might be better.
That said, they want to see that you flew into the airport not out of the airport. If you show them a YOW-XXX ticket, that technically won't qualify. You could book XXX-YOW but they might ask to see your boarding pass. Just saying so that you don't end up being surprised.
If you need help looking for other options, feel free to track your existing Hertz YOW rental with us and PM us your Hertz confirmation number. We can take a look.