I would be similarly worried. Most airlines would automatically cancel the return but I'm not sure about bmibaby. I once had a similar experience with Aer Lingus - I needed to get home unexpectedly, by alternate means, but wanted to use the return leg of an existing booking to return to the Netherlands. I rang them up and explicitly requested to cancel the outbound leg, but to maintain the inbound leg. I was told I would get some amount of the taxes back (but they never came through) but at least my return flight was OK.

I don't know if perhaps making a similar request (my return was non-exchangeable non-refundable non-cancellable, but they allowed me to cancel the outbound) would work with bmibaby, but it might help to set your mind at ease.