Round trip / visa run from Thailand To Kunming

Hello all,

Having just left China on a year's work contract, and finding it almost IMPOSSIBLE to get any of the money I saved there out of the country from Thailand (and ALSO needing to do one of the pesky Thai visa run things because I only have a tourist entry permit) can I fly into Kunming, and then out again and take advantage of the 72 hour free transit? I read your FAQs and it looks like I can't because this only applies to onward travel to a third country... Am I right? Even though I'm flying out of Chiang Rai and back through Bangkok?

Here's hoping there's positive responses! Thanks,