What is the penalty for jumping off your itinerary at the connecting airport?

Consider a one-way flight from Los Angeles to New York City with a connection in Chicago.

What penalties are there if the traveler jumps off in Chicago?

Now let’s say it’s a one-way ticket… and that the traveler’s final destination was always Chicago… just that the only way to book the flight was LAX to JFK (via ORD).

Is there a long-term penalty (such as banned from future travel on that airline)?

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I expect that the policies of individual airlines will vary. Feel free to point me to any single reference or share any individual anecdote in your experience.