Highly, highly, unlikely. The reason why airlines do this is to prevent "hidden city" ticketing. For instance, it may be significantly cheaper to fly JFK-DFW-DEN than JFK-DFW on its own. So what people figured out is that they could buy a ticket JFK-DFW-DEN and then get off at DFW.
To prevent this, airlines now require you to fly the entire coupon. If you don't get on the DFW-DEN leg, the rest of your ticket is cancelled. Not a problem if you're flying one way, but if you tried to get back on the plane at DFW to fly back to JFK, you're going to have to likely pay full price at the gate.
I would be shocked if an airline cracks down on you for skipping the last leg of the flight. It doesn't cost them anything (in fact, it allows them to resell your seat), and there's no way to prove it's malicious. I've had business trips in the past where I've had to leave the airport at my last connection for an urgent meeting. As long as you're not doing hidden city ticketing, they're not going to care.
To the original poster: no worries on a one way flight. Just be aware you won't be able to claim any bags at the connection, so make sure you carry on baggage.