Are you suggesting that it's (technically) possible to have your luggage checked through to the final destination, but upon arriving at the intermediate airport, immediately contact the transfer desk to say you've "changed your mind" and would like to exit - so they'd retrieve your luggage and send it through the carousel? Hypothetically possible, as presumably the ground staff would be more focused on ensuring smooth operations and not delay the onward flight for other passengers, so contacting ticketing to reprice the ticket based on the portion already flown is less of their priority... the alternative is they hold your luggage hostage until you pay up the fare difference?