Sorry, but your story reminds me of someone who comits a burglary and then goes to the police so that they would notify the owner that his house has been broken in, just to be nice. And then surprised to be arrested.
What I am trying to say is that what you were doing (not flying the last leg of your ticket) is illegal according to all airlines rules. This is not specific to AF or KL. Any airline would then reprice the ticket and charge you for what you have actually flown. So you do violate the rules at your own risk (some airlines have taken some action whenthey spotted FF doing this repeatedly). Alerting the airline BEFORE you commit the infraction is not particularly desirable.