I don't think it's about more work. I was in a similar situation where we didn't have any checked luggage and simply wanted to let the company know not to wait for us for the second leg of the flight. They made a scene and said that if we don't show up, we'll be breaking some agreement with them and there might be consequences.
My understanding is that they are hell-bent on discouraging people from buying cheaper multi-hop flight tickets for one hop only.