I echo what cliff7080 has to say.
Your tickets are a contract. They fly you from A to B on a specific date and your obligation is to show up for said flights. When you fail to show for a single segment you've just breached that contract and thus the airline voids it and you forfeit the money you paid as damages to the airline for not fulfilling the contract.
Fair? Viscerally it doesn't seem so however this is a business with outrageous capital expenditure for high single digit profits so they do what they can to maximize profits in the language of the contract of carriage.
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