you can most definitely skip the Amtrak segment.

When the conductor on the train collects the tickets, he sticks them in an envelope and mails then into a central clearing house. From there they are scanned and recorded for tracking and Amtrak Guest Rewards. This process can take 1-2 weeks or so.

Sometimes a ticket doesn't get scanned properly and you have to contact AGR about the points. Even if Amtrak or Continental figured out that you skipped the segment it would take at least two weeks if not more for them to know.