Don't bother escalating the case, that won't make any good. Just do as they ask, or apply elsewhere.
Also, read well the guidelines of each embassy/consulate. When I applied in Seoul, Korea, it was writen in red capital letters on their website that 1) only residents could apply (which seems has changed since them, and now tourists also can apply) 2) they would cancel your application without refunds if you left Korea while the application was being processed.
I mean, you can get the visa if you have the equivalent to 500K bath either on a Thai bank account or another country, doesn't need to be a Thai account. And well, requiring to have that money in a bank account seems like a reasonable condition.
On a tourist visa, I think in theory you're "not" allowed to work from Thailand as a remote worker. On the DTV you can, yo sou can go saying out loud you work from Thailand. But, the most important thing, many countries were (and aren't still) elegible for 60-day visa exempt entry, so for us (my country of citizenship is one of those) it is indeed a game-changer. Also, expensive? Nah, like US$300 for a 5 year multi-entry visa? Very cheap, actually.
If you have certain types of visa, the DTV included, you do not need an onward ticket.
Source: me, who have entered already like 4 times on my DTV, always with onward tickets (I don't buy the return in advance as I'm not certain of my travel dates until like 1-2 days prior). Haven't had any trouble. Didn't traveled on Lufthansa, but Thai Airways, Air Asia and Air Premia.
Yes, last one last year. But, it is true that accounts opened with just a passport have a lot of restrictions (that regular accounts don't) and very very low daily limits for withdrawals. But still, it's possible. As somebody elsed suggested, Thailand could also implement daily (or monthly or yearly) limits for accounts opened by tourists, making their usage for ilicit activities virtually impossible.