It's not unusual for plans to change before a trip is over. Airlines know that.
If you change your plans and don't show up for the last segment of your trip, the airline will consider you a "no show" and leave without you. You get nothing back.
If you tell them that you are not taking the last segment of your flight, the airline will consider you a "no show" and leave without you. You get nothing back.
In the "unlikely" event the airline makes a change to your last segment, you can get a refund for that part if you haven't cancelled.