It's unlikely anything would happen to you, especially if you don't make habit of this.
The situation for missing onward connections from LHR to a European destination is treated differently by BA: there the passenger has checked in (I presume you will not even check in), the fare differences are much bigger and it's much easier for the passenger to exploit them, and the inconvenience to BA of having to wait for and handle a no-show at the gate is greater. Turnround managers don't need their blood pressure increased further by hidden-city no-shows on LHR-DUB and they are making their inconvenience known up the BA management chain.
Using half a long haul causes much less hassle, especially when you don't check in so they're not expecting you at the gate.