It's kind of weird that you spent a lot of time explaining how it's totally logical that AA prices flights the way they do and then finish up by acknowledging that there's actually no problem just ignoring all that "logic" and skipping the last flight.

I get that AA wants to be able to engage in price discrimination for people flying nonstop vs. connecting, just like if I ran a lemonade stand I would like to charge really thirsty people more than people who just finished a bottle of water. But sometimes what you want and what you can actually reasonably do are different, and in this case AA's policies are mostly just annoying for people "doing the right thing" and probably don't do a very good job of generating revenue for AA.