I had to skip the last sectors twice with MU:

-once was on a purely domestic itinerary via SHA, it was cheaper then to end the trip at SHA and I even got a refund of airport taxes for the second sector;
-on a HKG-KMG-RGN return ticket, my plans changed at the last minute and upon arrival at KMG, I went on a domestic flight with MU the same day.

No problem.