To be frank, I don't know if Delta's IT and Systems are sophisticated enough to notice patterns (some carriers - yes, but DL - I don't know...)
In any event, booking PHL-MSP-OMA to save $200 on your one way fare as opposed to booking PHL-MSP on it's own... It's perfectly feasible that you could legitimately miss your connecting flight one day, or perhaps have a last minute change in travel plans, or have an emergency...
But if you did it every single week then your chances of getting into some issues would of course increase exponentially.
Moral of the story - once or twice a year not completing a ticketed itinerary is not going to flag, but regular repeated incidences are a bad idea.
And one final point - informing a GA or SkyClub rep that you've had a change of plans and can they uncheck you from the flight and cancel the segment - this will not only be appreciated by the staff instead of 'searching' for a 'missing passenger' at the end of boarding - but it will also further reduce the likelihood of any red flags.