Though airlines don't like it, there's nothing illegal about skipping the last leg of your itinerary, and since you don't have any future flights on the itinerary, there's nothing to get canceled out (normally if you skip a leg, all subsequent legs are canceled).

Missing a "segment" or part of your flight itinerary—a practice often called "skip-lagging"—comes with significant risks and automatic cancellations. If you miss the first leg of a multi-city or round-trip ticket, the airline's computer system will automatically cancel all remaining flights on that itinerary, as the ticket is considered "out of sequence." For example, if you book a flight from London to New York via Paris, but you decide to board in Paris, your seat to New York will likely have been given away because you "no-showed" the first leg. While "hidden city" ticketing (missing the final leg of a trip) is not illegal, it is a direct violation of the airline's Contract of Carriage. Repeatedly missing segments can lead to an airline auditing your frequent flyer account, revoking your miles, or even banning you from the carrier. If you genuinely miss a flight due to an emergency, you must contact the airline immediately to "re-validate" the rest of your ticket before the system wipes your entire reservation.