You can get DL to not cancel your return leg, but you need more of a valid excuse than "I'm trying to game your fare system."

I flew ATL->MSP->CWA and back for over a year and there were some cases where it just made sense for me to drive from MSP to CWA because of delays. When I called Delta and explained the situation they were happy to not cancel my return leg back to ATL. It helped that my travel history showed that I was only making the change because of a delay.

As others have said, if your family does not board for MKE, and you don't tell DL anything, your return flights will be cancelled. The only way for your plan to work will be to call DL give them a less than truthful reason for why your family of 12 are not going on to MKE.