So just to followup on this. I called the customer service line after my flight landed at SFO (I was in a rush and forgot to tell them while I was still at the airport) and the agent didn't seem to care about me skipping the last leg. Didn't even take my reservation # when I offered it.
I think it's likely that a gate agent would have cared a bit more, but overall this seemed like a non-issue to VX.