You don't travel much, do you? Worst case, you loose the money spend on the ticket and you have to buy a new one. Unless, of course, you planned for a pretty long vacation anyway.
You do have to worry if you have to miss the first leg of a trip for some reason. They'll void the second leg as well if you don't call to straighten everything out.
This is because sometimes the airliner sell a flight connecting through your departure airport for less than a flight departing from it.
Let's say you want to fly from Vegas to New york, it might be cheaper to buy SFO to new york, and hop on the Vegas->Mew York leg. They essentially make this option less viable, and can price each market differently.
That makes sense. For me, what happened was I was scheduled to fly to a destination city but wound up flying there from a different departure city, earlier, due to a funeral. I was shocked to find out that they would have cancelled my return trip as well if I didn't call in to grovel.
I had a family trip where it was suddenly required I show up two hours earlier, and the original airline didn't have a flight that would get me there.
I booked a one way ticket on another to make it work, then was surprised when I tried to return home that I no longer had a valid ticket for the first.
Of course, they'll helpfully offer to let you buy a one-way ticket at the counter, 90 minutes before departure, at maximal pricing.
No, people used to do this a lot deliberately because of airline pricing oddities.
You'd book from your home airport --> your destination --> Tiny Airport X, then skip the second flight, because the price would often be much cheaper that way.