...to have Saturday night stays lower ticket prices. Airlines that sold weekend travel and have links to hotels and rental cars were making money from those bookings since many business travelers left these facilities empty on weekends. I worked in Grand Rapids for 2 years and found it was generally cheaper to buy weekend tickets to PHL that included a rental car or dinner out than only a flight. I used a site called site59 that has since been bought out by travelocity.
Check the article I mentioned here: http://www.democraticunderground.com/?com=view_post&forum=1216&pid=1000
The gate agents don't seem to care much if have a gate-check/bag issue and tell them your plans have changed, you need items from the bag... They just cancel the second leg and gate/check to the connecting city.
I suppose if I did this a lot using my Delta FF# they could yank the status if had any or remove the accrued miles. I split the bookings between end cities and between various mileage accounts. I sometimes use my AlaskaAir account as I have their Visa card but have yet to ever actually fly on an AlaskaAir operated flight.
I'm more interested in trying to figure why the price differences exist. Do you have any thoughts on that?