Full disclosure: I have a bit of a history of flying on what some call "mistake fares". Back in 2013 I flew "from Europe to Hong Kong and back", except it was routed via Australia(!) both on the inbound and the outbound. Was convinced I was going to be denied boarding at every single stop on the itinerary ...
I was also younger and fitter then :)
If you miss a flight and the airline determines you booked it (typically as a return or hidden city leg) without ever intending to fly it, they will very definitely try to make life difficult for you.
Try short-checking a bag to LON on a NYC-LON-Europe booking with AA or BA, they will refuse. They're worried you booked to Europe for a lower price but intended all along to leave in LON.
There are ways round this "rule", too. If you know what you're doing.