Did you ever get an email confirming the change? Or is the only thing showing the change the screen capture?

It's odd that it would let you change the return to SLC without charging a change fee. While you're entitled to make a change for free, that doesn't allow you to change the O/D on the ticket. Doing so should require a reprice plus change fee. What was the fare class on the return portion on the original ticket? I'm betting dl.dumb errored out thinking the return was in F and changeable, allowed the change, and then sent it to the ticketing system. The ticketing system processed the cancel of the previous return portion, but errored out adding the new PHL-SLC return in. I'm guessing ticketing system realized there should be a charge for the change, and stopped at that point seeing no add/collect. Thus the phone agents see the cancellation of PHL-AUS via SLC, but no add of PHL-SLC.

About the only issue you'll have is if you wish to check luggage on the return. It will be tagged all the way through to AUS and not just to SLC. If you can carry on your luggage I'd just leave it as is and be done with it. While throw-a-way ticketing isn't allowed, DL doesn't care unless you make a habit of it. If you don't need to check luggage just fly it how you intend.