Some countries assume that you come as a "normal" tourist, i.e. enter, stay a short time and then leave the way you came. Because of this assumption, they might impose visa restrictions, i.e. they can ask you to prove you have a way to get out of the country before your visa expires. This is sometimes left to the discretion of customs, the ones that will let you into the country. So, they mostly assume you have a return flight ticket if you arrived by airplane. However, if you can prove another means to leave the country, you might be able to convince customs (e.g. an onward train or flight ticket. Imagine for example a RTW flight ticket).
As for the case of return tickets, they are usually cheaper and easier to book than one way tickets. That said, you can always "not show up" for your return flight, or cancel it. You might not get your money back. That depends on the type of ticket you buy. If you get a normal tourist style PAX return ticket, then you won't be refunded, and airlines don't like when the return portion is unused. The reason is because it'll be more difficult for them to fill your vacated seat, even though they still get paid.
As for IATA airlines, as far as I know all airlines are IATA, even charter airlines. IATA, among other things, regulates the price of international air fares, i.e. artificially keep them high. However, most of the time you won't be paying the full air fare anyway, because you get your ticket through a travel agent, who sells it to you at a discount, and receives a comission from the airline to make up the difference to the IATA published fare. This is a well known practice, but ailines don't publicize it, because due to IATA rules they are not allowed to sell tickets at a lower fare than the IATA fare. They don't. The travel agent does. Without this scheme, international air travel would have less passengers than it does.