Many countries require proof of a return or onward ticket in order to meet their entry criteria. While in fact very few immigration officials actually ask for proof of this, it is nevertheless a requirment of entry and SQ (and other airlines) are within their rights to ask for proof at time of departure. In the event that you are refused entry into a country because you don't have a return/onward ticket then the inbound carrier will potentially be fined and required to fly you back to your point of embarkation. A diligent airline won't take this risk as SQ are doing.

I have got round this a few times in "devious" ways.