Suppose, just hypothetically, that you were scheduled to take Flight A from New York to Chicago, followed by Flight B from Chicago to Champaign, IL - say, on American Airlines, although I suspect the policy is universal. Then you re-route other travel so that you will already be in Chicago and don't need Flight A. Suppose you call up the airline to cancel Flight A, so that they won't cancel the entire rest of your roundtrip reservation when you don't show up for it.
The question I want to ask is: Do you get hit with a change fee? If you had a nonrefundable, etc. ticket, do they charge you, say, $150 for "changing" your itinerary, when the only thing you are doing differently is LESS of the same?
The answer, apparently, is Yes.