BA really won't care if you nosho for the KQ flight. (The story above about UA cancelling other airline segments is very unusual, and nothing I've ever seen in all the PNRs I've worked in. )
Since KQ is ticketed separately though, why not just proactively cancel? It won't have any affect on the BA price (unless there's more to the itinerary than you've told us, and these are somehow conjunction tickets, not truly separate?)