Really? This is the first time I've ever heard this.Really. It also ties in to why the airlines want you to show proof of who you are.
Back before they did both of these it was common for people to buy round trips and sell the legs individually for well below what the airline was willing to sell them for.
Why, you ask? The fundamental problem is that airline pricing is insanely complicated. The principle is simple, put a plane in the air, fill it with passengers, try to make a profit. The problem is that there are huge fixed costs to having the flight (time on airplane, fuel, employees, airport fees) and much lower variable costs (incremental cost of baggage, incremental fuel). Only a small fraction of people are willing to pay their share of the true cost of the flight. Some of those are willing to pay much more. Most are willing to pay less than their share of the total costs (not worth having the flight for them) but more than the marginal cost (worth letting them on the flight).
The result is that airline pricing becomes all about pushing people who are able to pay more into actually paying more, while allowing people who are not willing to pay more to get on cheaply. For instance if someone does a round trip and has a layover that includes a weekend, that's probably not a business trip and so they can pay less. Someone who flies somewhere then flies back the next day is probably on a business trip and can be charged more.
One way trips are generally bought by someone who is going A to B to C ... because those are business stops. People flying on business are generally willing to charge more, so airlines happily charge them more.