The airline will not short check your luggage , per the tariff on airline tickets , you buy a ticket to a destination, your bags are going there .
You haven’t suddenly discovered this . It’s called hidden ticketing . People buy a ticket to a destination, which is cheaper and get off at a midway destination, expecting the airline to only check their luggage half way. You’d have to reissue your ticket , pay any applicable penalties and fare differences
When I worked at the airport people routinely asked for this . Sure , let me just recalculate your ticket difference, penalty and you’ll be on your way. If you don’t want to pay, no problem whatsoever. You buy it, you fly it