In reply to SteveD: I did a return trip to Geneva the weekend before last and had the same concerns as you about what the booking confirmation showed re hold baggage. I was relieved to find that "one bag" on the booking confirmation does actually mean one bag on each leg of the journey.
One way to seek reassurance is to do a dummy booking to check what you've paid for your bag on the out-and-return trip vs the cost for putting a bag a one-way flight.
They could certainly do with being a bit clearer on the documentation they issue.