i don't know how it works from UK to mexico, but from US to Mexico you need a return ticket. That's not an airline rule, that's an immigration law that stipulates you won't need a visa if you're only going for a short time. Since you only were going for a week, you needed to show immigration in Mexico when you were leaving the country. Whenever I go overseas, I have a copy of my itinerary out, even if they don't ask to see it because you never know who you're going to deal with. Because if you don't have anything to show of your return they can deport you. Next time ask United to give you a copy of that rule. From my understanding, they didn't sell you that ticket to line their pockets, but to save them money as it would cost up to and including 20,000 in fines. (Learned that one when I tried to go to Brazil without a Visa). hope this helps.
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