Seems pretty clear that the OP doesn't care if the plane waits on the 'throwaway' legs or not !!

To 'claim' the miles, you'd need to have the boarding pass scanned, or collected, or whatever. And hastily departing the airport from that situation would likely raise some eyebrows

About 'rules' -- if the fare rules have some minimum-stay requirement, that's one thing. But if not, and it's purely a matter of price -- then, why not ?
Note: you'll want to schedule those odd 'future returns' so they make a complete trip, right ???