There's no need to call the airline you just don't show up for the second leg.

Also I wouldn't give up on finding a cheaper OW just yet. A great website to search on is matrix.itasoftware.com. Two things to try are to:

1. Search for flights directly from Korea to a west coast hub (LAX, SFO, PDX, SEA) and then buy the connecting flight to wherever you live separately.

2. Look for flights to other big cities in Asia if you're willing to add a flight. For example, you can fly round trip from Tokyo to Seoul for $200 so you may be able to save some money and sneak in a sushi layover trip in the process.

Finally if you do go OW try to stretch out the return flight as long as you can. That way you can possibly plan to actually use the flight.