I was sure this was a FAQ but couldn't find it (FT didn't seem to like most of my search terms?)

Is it against the rules/unethical to not use the last segment of a round trip ticket? I'm trying to do YYZ-NAS.. return trip is $350+tax, one way is $1100. Booking another one way for NAS-YYZ on another airline is ~$500 (connecting in the US). I'd rather do the direct both ways but AC doesn't have a scheduled flight on my return date.

I tried booking the first segment on AC and return on another airline, but all the online sites seem to use the one-way price which makes the entire itin $1500+

Any suggestions?