The common wisdom and experience is - if you do this occasionally, they won't go after it. If structurally, I believe they have this clause that they can charge a penalty. But I have done this throw-away ticketing on an occasional basis and never had a problem. And yes, as one of the other posters suggested, using miles (if you have them) for a one way is often of the best value to spent them. Since you apparently want to fly US-France, a night flight, consider biz (again, if you have the miles). Did that once when I had to piece together a round-the world thing with meetings in Paris, Japan, and Mexico. For Paris-Japan and Japan-Mex I could find decently priced one ways. Could not find a decent priced MEX-NL ticket and used miles for a biz flight (while the organisation inviting me gave a lump sum compensation for travel and the like). When I book award tickets, it is very often on one-ways.