Welcome to FlyerTalk geronimo34.
Your plan will probably not cause you any problems unless you are determined by the revenue protectors to be a repeat offender. This is reputed to be triggered by an analysis of your OnePass statements, so if you aren't using a OnePass number, they will never bother you and you can go your merry way.
Even using an OP#, over the years I have done this a few times with no consequences. At EWR I dropped the last leg of a trip that was supposed to finish in PHL and more than once have taken a ride home from DC without using the return leg of a deeply discounted RT EWR-DCA-EWR. Nothing ever came of those and, believe it or not, I even was credited with the miles for that EWR-PHL RJ that I never boarded.