I'm far from an expert, and usually lurk here rather than post.
However, last spring I did a SDC adding a segment. I had YYZ-YQY booked direct in lowest J. My meetings ended early, so I got to the airport early and changed to YYZ-YHZ-YQY.
My reasoning wasn't a segment run, but the fact I'd be home about 3 hours or so earlier. In fact, I got home before my original flight left.
Perhaps playing the "get home to the family" card worked. Perhaps it was that the agent had a relative from my hometown. Perhaps, it was because I was polite. Perhaps, it was because my scheduled flight was the next one to YQY, but would have required like 7 hours at YYZ, when the connector was available. Perhaps, it's totally fine.
Regardless, I've done it. I just don't know if it was because it's legal or other customer service factors.