Yes, the airlines do ask quite frequently and should always. The airline has the burden to put you back on the plane and fly you back to the states immediately if you do not have one. A few weeks ago a friend had to buy an expensive return ticket because they wanted to get on the plane to come here and would not be allowed without it. A copy of your itinerary is sufficient.
We just returned to SXM after a short visit with family. As always, we cannot check in on line for our return trip, nor can we use the kiosks to check in. Have to deal with ticket agents and provide proof of residency. We did buy a return ticket, it just started in SXM.
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