KLM in JNB only agreed to tag your luggage to OTP. I would be extremely surprised if they agreed that it was legal to stop your itin there and simply drop your last segment.

It does happen that pax wish to retrieve their luggage at a stopover point to add more stuff there before recheking. I did it once with a 10 hour stopover for a meeting. That is not illegal. But not flying the last segment is illegal, even if it is commonly done.

I have no idea who retagged your luggage. Did you manage to retrieve your luggage at OTP, or did you have to fly the last segment? if you did not, KL might now ask you for the fare difference and debit your credit card used to pay the ticket. Airlines rarely do it, but some airlines have done this to individuals booking online or to the TA arranging the ticket (who then charges the pax). Let us know what happens.