You booked a one-way? Or are you expecting to take the return?

Might be more of an immigration/customs issue, than actually an issue for the airline itself. If a carrier drops you off in a country for which you weren't originally on the manifest, they could face fines. Then again, Rwanda might not be strict on this.

No checked bags on such an itinerary may set off alarm bells as well. Not only for the airline, but also as you attempt to gain access to the country.

The change fee is trivial in the whole scheme of things. I'd be inclined to pay it and sleep well at night unless you've gone through this sort of thing a few times and know exactly what to expect.