No - they will cancel your itinerary if you don't board the plane in St. Louis.
Although, if you checked in online & the flights were different flight numbers & different planes, you might be able to get away with it - I wouldn't intentionally try it, unless you've got a long connection time between flights in CLE & you can say you missed the flight from STL-CLE, so you bought a full-fare on another carrier to get to CLE to finish your itin - however, I doubt that'd truly work out.