The three of us in my family are trying to fly a ONE WAY flight from Baltimore to Chicago in a few weeks. We found a very cheap flight that goes BWI to ORD to MSN, but flying to MSN means we would have another 4 hour bus ride back to Chicago. Obviously, we're not thrilled about that.

I know that intentionally missing a connecting flight causes the rest of the reservation to be cancelled, but that would not affect us because it is a one-way flight. So, my question is if there are any other consequences of skipping the last segment? I have heard it is possible for an airline to rescind frequent flyer status, but I don't know if this actually happens in reality.

Any feedback is much appreciated.