Not so easy I'm afraid. Assuming no stopover, if the OP is booked to fly all the way to DEL, AF would likely check that his visa for India is in order before he starts boarding his DTW-CDG flight (possibly even DL when they first check him in ALB). If they do, they will realise that he would not be allowed in by Indian authorities and will legitimately be denied boarding.

So unfortunately, in this specific case (and whenever a person would not satisfy the entry requirements of an intended throw-away segment) what you suggest is extremely risky and could easily result in the passenger losing everything. As such, I am afraid that the OP does have to update his itinerary and the extra cost associated with it does unfortunately sound entirely consistent with what I would have expected assuming a restricted ticket. Of course, some travel insurance policies may cover this change if they have a clause related to visa and immigration issues.