Much like rudi I do think that as a courtesy to fellow travelers notifying the airlines of my intention not use certain (final) segments of a journey seems only fair.
Whilst I know that airlines factor in no-shows into their booking inventory, confirmed "no shows" certainly make life easier for a) fewllow travelers, b) airlines, c) catering.
I have so far never received a negative word from lounge wardens/gate agents/call center agents when notifying them about my no show, let alone an invoice.
David