They can and do explain their real travel plans, there's no harm in that. In fact I suspect if you rang BA and said "I want a ticket from Cape Town to Madrid but I am not likely to fly the last section", the agent will (a) still sell you the ticket and (b) may say "oh well book to Barcelona, it's cheaper". They probably shouldn't do (b) but I bet it happens. The three downsides are that checked luggage is going to end up in Spain; that if it is a travel agency booking then the travel agent may get sanctioned severely by BA if they think the travel agency is marketing these tickets; and that if there are irrops then you may find the only replacement flights that will be offered to you will end up in Madrid. And for travel agency bookings, you can be assured that BA will not be sanctioning Expedia or other heavyweights.