Even if you can get them to not cancel your return, you will still have issues if your return flight originates in MKE and you are planning on skipping the MKE-MSP return segment as they will again cancel the last segment out of MSP. Can't see them letting you change your return to be from MSP without charging a change fee. If you bought these tickets within the last day, I'd strongly suggest cancelling while you can still do so without a fee.