I've asked them to change it to finish somewhere else, but no luck. They said I can just throw away that last leg. They insist that a *ONE* ticket must finish in the originating country as per the ticketing condition. They see that since (in my case) they've already put me on the UL flight to get into CMB, their obligation is fulfilled. If I already have another ex-CMB ticket, I suspect I'd be put on another UL flight to leave CMB. In my case, I was literally just 2 days out. I was going to pay when the suspension started.
The CMB office did offer me a ticket ex-BKK, but I'd have to pay ex-BKK prices. As you noted, ex-BKK prices are relatively high.