I have recently retired from the aviation industry.
In the past, many people were successful in tricking the system in this way. The airlines have become wise to this and have measures in place to prevent it.
Rules vary by airline. But in most cases, when you do not get on-board the second leg of your trip, your entire rest of your itinerary is cancelled, including your return trip. And, the airline does not have to refund your money. So, when you show up for your return trip, it is very possible that there will be no reservation, no seat, and no refund.
In addition to that, some airlines keep track that practice, and will ban that customer from purchasing tickets in the future.