...or, interpreting wideman's answer; no, you won't get into trouble throwing away the return portion.
As I asked before - what are they gonna do: force you to get on the train?
When I booked London-Paris last year, the one-way fare was almost 10 times the per-leg fare on a round trip - I booked the r/t's and we have the return tickets as souvenirs.
I suspect quite a lot of folks do this.