My first thought was that you will have trouble finding your things, but as you point out, you will not get any.
In general, nothing prevents you from going down. Nobody is force you fly. You may have raised eyebrows, but you should be able to do it.
Most airlines will still charge you this match back, even if you try to cancel it. But if, if I suppose you do that, you get a cheaper flight that way, so let yourself go, go for it!
On the other hand, international flights could pose more problems, because you would need a visa for the country in which you stop. But, for example, BKK -> SYD -> AKL (Bangkok to Sydney to Auckland), if you wish to go down to Sydney, you will need a visa, and if you have one, you can still have questions from the customs officer 🙂