I'm not sure I'd call it a moral obligation---the airlines expect a certain fraction of their customers to not show up. Plus, it's not clear to me that buying a ticket obligates you to fly---at least I've never seen that in any contract of carriage that I've read. It's certainly nice to call them and tell them you can't fly, though, since it makes it easier for them to sell another seat, and I can't imagine any CSR actually trying to charge you for doing so.
However, I have heard of airlines cancelling FF miles or trying to back-charge customers, but only when you are using throwaways for something called "back to back" ticketing. For example, suppose I have a business trip to SEA from DTW, where I want to leave Monday morning and return Friday night. Suppose that trip costs $500. But, if I were to come back on Sunday morning (with a Saturday stay) the trip only costs $200. A back-to-back trip would be: book a round trip Monday DTW->SEA, Sunday SEA->DTW. Book a *second* round trip Friday SEA->DTW, Sunday DTW->SEA. Then, fly the first halves of each leg, and throw away the second halves.
This works even better if, say, you are a consultant, and have to go to SEA regularly. Then, you can book them in such a way that you get to use both halves, and end up paying less than half price for each trip, and still be home with your family on the weekends. This is also convenient for Mileage Runners, as they can book in a way that sends them to SEA for the week, home for the weekend, then out to SEA and back on the Sunday night departure, and the Monday morning red eye back---collecting double FF miles for a cheaper fare.
Back to back ticketing is a lot less common than it used to be, because airlines have gotten better about eliminating the aribtrage opportunity: Saturday-stay fares have been eliminated by some airlines, and others have started pricing them rationally at just a bit more than half the business class fare. In such cases, it's more expensive to book back-to-back than it is conventionally.
However, airlines have also gotten a lot better at spotting back-to-back ticketing, and (at minimum) they will cancel your FF miles earned on the segments, and they will try to charge you the difference if you are a habitual abuser. To the best of my knowledge, such attempts have never held up in court, but fighting the airline costs money too.
If you back-to-back or throwaway once in a blue moon, you'll probably never be noticed, but the two back-to-back flights need to be on separate airlines (and frequent flyer programs), otherwise it's trivial to spot. However, if you habitually throwaway, even if you never back-to-back on the same FF program, you are likely to call attention to yourself. Business travelers (the ones who could conceivably do this more than once in a blue moon) generally don't bother---I charge all my flight costs either to my research accounts (if I am on University business) or to my clients as time+materials (if I am consulting), and I'd prefer to collect all of my frequent flyer miles on one airline to keep my preferred-flyer status.
I haven't had a situation where a back-to-back ticket was useful for a leisure trip in quite a long time. For that matter, for many of my one-way trips, I haven't even needed to use a throwaway. For example, my in laws live between Baltimore and DC, very near BWI. When the kids have the week off of school, my wife will often drive them down, and if I'm teaching Tu/Th, I'll fly down to join them Thursday night, and drive back with them on Sunday. It's often significantly cheaper to fly one-way to DCA from DTW, and then take the train out to them than it is to buy a round trip throwaway to BWI, and really not any less convenient.
. This gives them some time to rebook that seat so they get another $1498 off another person for a one way flight. LOL
I certainly want to do the right thing, so I'll continue to research what other flight options I have. Haven't bought the ticket yet. Who knows? Maybe they'll match the one way price to the round trip price in a few weeks.
