Round trip tickets (even open jaws) to and from Europe are often significantly cheaper than one-way tickets.
Nothing stopping you from booking the round trip and then canceling the return once you've flown the initial segment. Some version of "my plans have changed" usually suffices.
You may also consider your future travel needs and book the return far out into the future (assuming you don't need a visa to justify the stay in the US). That way you may be able to either use the ticket or take advantage of a schedule change to get a refund for that segment.
Definitely do not simply not fly the return ticket without telling Delta. This is a version of hidden city ticketing and is generally frowned upon.