60 day single entry visa to China

I'm traveling through SE Asia for ten months. I have a flight back home to Finland in January 2016. I was at the Jakarta Chinese application center and they told me that I would need a return ticket back to Indonesia even though I'm a tourist here, my home is in Finland, and do not intend to come back to Indonesia on this trip. Is this true? I have a flight from Kuala Lumpur to Hong Kong and intended to take a train from there to Shenzhen, do I need to have a document showing the train journey?