You're right about the bus driver selling only one-way tickets.
There is a newspaper/book shop inside the terminal that you can stop at and find out if they sell them.
I haven't ever tried so do not know with certainty whether they sell ATAF tickets in general either.
The ATAF website actually says the VolainBus round-trip tickets are only sold at the ATAF point and ATAF cral office, neither of which is at the airport obviously (both at the SMN train station). I wouldn't be surprised if it was done on purpose, not to make sure you pay more, but because there is a lack of thought of providing better customer service and simplifying things when they can be done. An automatic ticket machine would be a great example, but again, their site says there are only two in the entire city, one at the SMN train station and the other in Pza San Marco.
What time do you fly in? Because the shops also close down pretty early, I believe everything is closed by 8pm.