Just out of curiosity, what if OP decides to claim credit for the throw-away segment? How can UA prove that he/she wasn't on the flight? How can OP prove that he/she was on the flight?
LAX
If you go ahead with that scenerio and all for just 500 miles/1 seg, then wouldn't you run the risk of being charged extra for skipping the last segment?(If there was much of a price difference btw MSY-SFO vs LAX). The credit for the last segment will only show after you hand over your BP to the GA and they scan it, so I don't see how you can try to claim credit on a "no-show".