Originally Posted by craigthemif

Because of married segments, you can't just drop a leg.

You pay the extra Avios, travel with carry-on only and don't show up for the connecting flight. You might be able to build in a really long layover in MAD so you have an excuse to have any checked bags checked only to MAD and/or to avoid IRROPs causing you to be rerouted via LHR, etc.