The reason airlines sometimes ask for return tickets before they issue a boarding pass is that some countries require proof of return or onward travel as a condition of admitting certain travelers. Those travelers won't make it through the passport check on arrival if they don't have the necessary ticket.
Worse, if the airline brings such a traveler to the destination country without that proof, the airline will usually be liable for a fine that can be as much as several thousand dollars/euros/pounds.
None of this applies to intra-Schengen travel. There is no immigration check on arrival, and the airline is not required to enforce immigration law.
Some airlines in the low-cost sector are notorious for doing so anyway, but there does not appear to be any risk of a fine to the airline if they don't; rather, it appears to be another revenue stream. Alitalia and KLM are not among the airlines that do this.
(A previous version of this answer addressed the arrival in Spain.)