172 hours visa exemption shanghai , different airlines and tikets

Hello
I will go from Seoul to Shanghai and then to Milan (Italy). My route Seoul Shanghai Milan qualify for the visa exemption but I have a question about my flying tickets
I have 1 ticket from Air France: Milan-Seoul and return Shanghai-Milan.
In addition, I have 1 ticket from China southern Seoul Shanghai and return Shanghai Seoul. I will obviously not used the return ticket as I will go to Milan. I tried to cancel the return but the travel agency told me that I cannot cancel the return only (I would have to lose the whole ticket and buy one way only which cost a lot) .
Could China southern prevent me to go on the plane because I have not cancelled my return ticket to Seoul even if I have a valid ticket to Milan? I tried to contact them but could not find a valide email address.
Thank you very much for your help !!!