There is nothing wrong with doing this as long as it is a legal routing and within the allowable connections per the fare rule.

On a triple connection you are almost guaranteeing that if you check luggage it will be lost. It is best on these types of itineraries to not check luggage.

There has been some speculation on the board that the lost luggage rate on triple connections is the reason that NW limited the number of connections on low fares to one or two. Fewer connections = fewer chances to misconnect the luggage.

Basically it boils down to the fact that if you followed the rules of the fare then you are perfectly in your right to book that route and to fly it with out scrutiny by the agents. Most agents are under a lot of pressure to minimize "revenue leakage" so they are checking with supervisors more often when they are unfamiliar with something.