I'm a nobody from a 3rd-world country and have always done that with 100% success rate over a decade. I keep visiting the US regularly and I always have a way to somehow ensure I intend to leave the country. The questions at the border keep getting shorter and quicker every time.
Unfortunately, that's how it works, in my experience.
Sometimes it's even required. I traveled to Nigeria from the US (on a British passport) and needed to turn up to the visa appointment with proof of flights and accommodation.
Anecdote time: Interpretation of the guidance is upto the visa issuing officer. Normally they want a ticket getting out of the destination country. But in one case the officer wanted me to 'return' back to the country where I was starting the travel from. So I had to show him the ticket for the third leg of the flight: A -> B -> C -> A