Call EK and get it changed. The way you would like to handle this is not right at all and rather inconsiderate I must say. Plans change for people all the time, and your supposedly available seat can be made available to a passenger who is willing to pay and may need to fly from MXP-DXB on that day. And the ground team and crew that work to make sure everyone on the flight is on there and the aircraft gets out in a timely manner are going to be stuck waiting for you?

That's a pretty big change of plans if you originally purchased a ticket from JFK-MXP-DXB and now your final destination is just MXP. Is this also a RT on the same reverse routing? If so, were you planning on just doing JFK-MXP-JFK and leave MXP-DXB-MXP? Your plans are your plans, and everyone has their own circumstances, but this one is a little strange. Call the airline, get it changed, take on any change fees as just being a part of standard airline rules, maybe kindly ask if they can waive it for you (if they can't, then they can't and you should not expect them to either) and the situation is better for all sides.