FlyerTalk Evangelist
Join Date: Aug 2011
Location: Barcelona, London, on a plane
Programs: BA Silver, TK E+, AA PP, Hyatt Globalist, Marriott LT Plat, Hilton Diamond
Posts: 13,048
Iberia or Expedia won't care in the slightest whether you skip an AA flight or not. But it's not clear whether you've booked or not.
As for AAdvantage, I don't think they make a big deal about a one-off situation. If you did it regularly that could be different.
Was there actually a substantial fare reduction by connecting through to ATL instead of just flying direct? If not, there's even less reason to be worried.