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.
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.