"Fraud"?? Really? That's somewhat difficult to believe. It sounds a bit like ordering a meal in a restaurant that includes dessert and being accused of fraud for not eating the dessert.

If this is fraud, then I'm in trouble. Several times I've bought websavers and thrown away the return portion. Am I likely to be arrested for this?

Also, there can be many "legitimate" reasons for not travelling on the final segment. For example, the flight is delayed so rather than wait you decide to complete your trip with another carrier.