I am looking at a J class flight to Australia next year. The price from LHR is more than double the price from OSL.

The routing from LHR is LHR - HKG - MEL - HKG - LHR
The routing from OSL is OSL - LHR - HKG - MEL - HKG - LHR - OSL

The flights from LHR to MEL on BA and CX are identical. At less than half price I will obviously reposition to OSL to take the flight. My question, however, is on the return leg, is there any issue if I just book bags to LHR and get off there and do not take the last leg back to OSL. Obviously from a ticket perspective none, however, could there be consequences with regards miles being credited for the flights (would credit the miles to AA)?

Any advice welcome and appreciated.