I'd call just to be sure. I once did cancel the last leg of a MEX - AMS - BRU reward ticket because of entry restrictions in Belgium (and entry in NL being fine at a certain point during the COVID-pandemic). The flight itself was not affected and was still flying as scheduled. The agent was able to drop the last leg of the ticket. I was even refunded miles/taxes for the flight not flown. So I wouldn't necessarily see it as something impossible or bad. Calling is just the easiest thing to do. If you don't like what they tell you, you can always tell you need more time to think and call back once AF/KL cancels the flights.