Sounds fine to me. According to the conditions of carriage, section 8:

http://www.eurostar.com/uk-en/conditions-carriage

you are not entitled to break your journey - if you get off at an intermediate station, you may not continue your journey. Which implies that you can get off at Lille, as long as you don't expect to hop on a later train to Brussels.

Eurostar have also had an unofficial policy of letting you board at later stations (e.g. Ebbsfleet and Ashford) if you let them know in advance, but Lille may be a special case (given the well publicised 'Lille Loophole').