If you have to get off, then back on the plane, then I guess it’s possible. But, your bags will carry on to KL and you’ll cause so much hassle that your return flight will be voided.
But we will not carry any bags. Just one HandBag!
I imagine there will be a head count then mayhem when they find a passenger missing with the bags still in the hold.
In general, you have to use your tickets in the itinerary order shown on the ticket, beginning with the departure.
If the tickets were not used in order or if there were unused segments, the tickets will be invalidated and you will be unable to use the remaining segments.
If you don't board your flight to KL you will likely void your return flight. If you now wish to go to Bangkok instead you'd need to change your tickets.
There will be no "mayhem" but you loose the remaining flight segments. This means you need to buy a new return ticket.
Simple answer, they WILL cancel the remaining segments and you will have to buy a one way ticket home.
Posters 4 and 6 are absolutely correct but there may be way to do what you want
Get in touch with the airline and ask them if you can make the tickets “open-jaw” return ending the outward journey in Bangkok making you own way to KL for the return.
Ask the airline to make it a stop off ticket so you have a few days in Bangkok then get a later Royal J flight to KL to complete the outward journey.
There will probably be a cost for the change or it might not be allowed.
You could also complete the flight to KL, spend some time there then get a low cost return flight to Bangkok arriving back in KL in plenty of time (day before) to catch the Royal J flight home. Hassle and cost but might be your best option
The OP can get off in Bangkok, but they will have to buy a new flight back home, as the rest of their flight booking will be cancelled
The sensible option is to change the booking to fly to where they want to go to, and pay whatever the airline charges for this