Round trip required?

Aren't they just ensuring you don't just illegally hang out in your travel destination like a hobo?

The reality is we need a Subject Matter Expert. We are just speculating. But I do believe you are correct regarding the policies of some countries. However, in my humble opinion, it is not the airline's job to enforce this unless duly authorized by the country's immigration officers. We are fairly certain that Mexico has no such policy so the Delta agents are either woefully misinformed or just blowing smoke and seeing if the hapless sucker goes along with their toothless edict.

Here's a delightful story of one such encounter with a country that does enforce "onward ticket" rules.

Article enumerating which countries have "onward ticket" rules.

Some of you are 'speculating' about this situation.
So why don't you at least consider the experiences of some travelers who have actually run into this type of situation.
I have at least twice and know of several friends who have also run into it.
Now admittedly this has never happened flying INTO Mexico, so perhaps you might want to disregard what I am about to say.
But my experience traveling has always indicated it is better to be informed of what might turn out to be an 'extreme' example.
The reason the airlines sometimes enforce this onward ticket policy is because if immigration in the country where the passenger lands denies entry, then it is the airlines obligation to return the passenger, at the airlines expense, to the country where flight originated or perhaps passengers home country. I'm not sure which...but I do know the airlines are required to 'move' the passenger elsewhere. And the airlines don't want to assume the financial responsibility of moving that passenger.
I may not have the precise details down because this exact situation has never happened to me.
But last year I was flying from Mexico City to Cartagena, Colombia and I was denied boarding because I had only a one-way ticket. I had to scramble and in 5 minutes I had to book a flight on the spot from Colombia to Florida. And by the way Colombia also has a requirement to fill out an immigration form ('Check-Mig') usually before boarding a flight, which the airline (Avianca if I remember correctly) required in this case.

As I say you may disregard this explanation because it may have nothing to do with flying into Zihuatanejo or Mexico City.
But remember the period a couple of years ago when travelers into Mexico were finding they had been stamped in for 7 or 14 days when they assumed they would get the traditional 180 days. And this was not very publicized beforehand.