I believe this is called, "throwaway ticketing." It is not allowed necessarily, but you're able to do it if you're not checking bags.
In the end, the airline will have trouble sticking it to you if you decide to just end your journey in MUC. Plenty of things could happen (i.e. illness, took nap and missed departure, lost track of time, etc.) that could cause any traveler to miss his/her flight; the airline really can't prove that you did it with malicious intent because of this.
Just carry on your baggage and don't mention it to the check-in agent.
Safe travels and enjoy München, Die Weltstadt mit Herz!