Whether you risk your miles and status for this trip...

(1) You're talking about 'hidden city ticketing', throwing away the final segment of your itinerary.

(2) Some carriers prohibit this and others do not.

(3) For those that prohibit it, you could eventually be in some difficulty, especially if you do it alot.

When customers frequently violate tariff rules, it's most often the travel agent (if there is one) that would get a debit memo for it.

Generally speaking when flagrantly breaking an airline's rules it is best to (a) not use your FF number and (b) use multiple carriers if possible (esp. in the case of back to back ticketing).

A FF account lets an airline track you. Lots of 'questionable' activity does entail some risk.