You will need some form of onward ticket. Korean immigration doesn't even enter into it: Without the ticket the airline will not even let you board the flight to Korea. The Airline will check the TIMATIC system mentioned in the other answer, and make sure you have all the necessary documentation.
In addition to a passport and any necessary visas, most countries in the world have a protocol in place that requires you to provide proof that you'll actually be leaving their country (an onward ticket) in order for you to enter.
But if you intentionally miss the last leg of the journey, your ticket won't be cancelled, as there is nothing left for the airline to cancel. If you skip the first flight, your return flight also gets cancelled. To avoid that, don't ever skip a flight on a return flight.