Join Date: Apr 2005
Location: Los Angeles, CA
Programs: AA Plat, HH Gold, SPG Gold, HH Gold, Marriott Silver, Amex Plat, GlobalEntry, SW A-List Preferred
Posts: 866
Flights connecting in a hub are often less expensive than non-stops originating from that hub, hence the restriction.
Air Canada allowed me to skip my 2nd leg (out of 4) last month because of irregular ops. The 30 minutes flight was delayed by 2+ hours so I just rented a car and drove the 2.5 hours, to ensure I would get in that night.
I did talk to the gate agent before doing that: he put a note in my file so the rest of my trip wouldn't get cancelled.
Also, you can typically skip the last leg of a trip *if* you didn't check in luggage.