I did not know that airlines penalize you for that. What happens when you have a sfo-nyc-btv flight and decide to get out in NYC?
Care to roll the dice? :-)
Note that while this tactic can be money-saving and useful in practice, it does have certain downsides, like if you need to check luggage, or if you expect to collect your airline miles and segments (typically requires completing the full itinerary, though not always).
So don't book a round trip SFO-NYC-BTV-NYC-SFO on one ticket and skip the NYC-BTV segment, because you won't be able to rejoin either for BTV-NYC or NYC-SFO.
In short, you can't check your baggage, they'll probably notice you didn't take the second leg, and if you do it too many times, you might find yourself with a ban.
Skiplagged I think helps you figure this sort of thing out: https://skiplagged.com/