I'd tell them. No harm is going to come from that - it's not like your decision to move back to your hometown is going to decrease your odds of getting the job, and by telling them it probably saves someone the cost/hassle of the return airport transit.

If you *don't* tell them, and it ends up on some travel agent report somewhere, it's at a minimum a hassle for someone to figure out what happened and could theoretically result in questions back to whomever arranged the interview. Still not likely a huge deal, but why take the chance?