I wouldn't lose any sleep over it. When you say you have a coupon, it is their job to collect it. I think it would be unethical to say you had it and then didn't, but then again you have to let your conscience be the judge. I wouldn't think it was a major worry if it happened. How many people have been bumped and re-routed and received elite qualifying miles when they were on a ticket that didn't give it. With the complex systems in place, it might do you more harm than good. If you show extra loyalty to the coupon's issuer, I think that is a good trade-off.