If you miss the first flight (i.e. GRR-DTW) then they'll cancel the rest of your ticket and you'll be out of luck.

On the way back you could skip the DTW-GRR segment, but this is technically against the rules and you could get in trouble if they catch you doing it.

The reason it's cheaper to fly GRR-SFO instead of DTW-SFO is because people are willing to pay more to fly the latter route than the former.