You say you have nothing to lose, which suggests you're willing to try a "sale" or other exchange in contravention to the program rules. It may well be that you have nothing to lose, but is not the case for your trading partner, who would presumably use your miles for travel, and faces (perhaps unknowingly, depending on how you represent the trade to them) the possibility of denied boarding on the return flight and the necessity of buying a last-minute full fare return flight.