I think you need to board the flights... else something in the system may/will recognize you have not continued your journey and block you out accordingly. While I'm not the expert on T&C and these rules - it's my understanding that it's not allowed to do this for the specific reasons you mentioned... primarily everyone would buy tickets for cheaper amounts and then only use the applicable segments.

Having said that, If you printed out the 4 boarding passes all at once - (Althought I don't recommend it) I'd be interested in seeing what happened on the return DFW-BDL having missed the others.

If the return time is the same anyway for DFW-BDL, I guess you're only gaining not having to spend that extra time on the plane?

Sincerely, - jdburns11