That's one idea...though I can't help but groan at the prospect of spending 10+ hours flying to LAS and back from NYC :/.
What if I called them after arriving to New York and told them that I 'couldn't make it' to the LAS flight, decided to buy my own, and kindly request that they not cancel the rest of my itinerary (since the subject of the conversation is now on them not getting me another NYC-LAS flight...the least they can do it not cancel my existing itin).
How does this sound?