There is actually no way a railway can prove that you did not take a particular train (unless you actually admit this yourself). So if if there was requirement you do all segments in order (like with air travel) it is not enforceable.
In practice no one will care. Trains operate on a "Proof of Payment" principle. All the conductor cares about when he checks your ticket is that you have paid, and are entitled to be on that train.

Before SBB started selling supersaver tickets people actually often bought tickets from points in Germany to take advantage of DB's Sparpreis. Eg. buying Freiburg - Lugano, and then using this to only travel Basel to Lugano.