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The main concern for immigration is "will you go back, as claimed?". Anything that causes them to doubt that is to be avoided. Here you do introduce a slight bit of doubt for the UK as you're missing an exit ticket for the UK. Once you do have an Eurostar ticket plus airline ticket from Paris, you have a convincing story how you'll leave the UK. The French won't care as much that you're still missing an entry ticket because as far as they're concerned, your return ticket is settled.