Are there any penalties for skipping a rail leg on an Express Rail / Rail&Fly ticket?

Specifically, if I don't take the rail portion of a combined ticket, do I risk having a subsequent flight cancelled?

I know on normal German RE/RB/IC trains you don't validate your ticket, so the rail company has no idea if you actually used your rail ticket. I assume that is also the case for "Lufthansa" rail tickets, but just want to make sure.
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