If I am understanding it the itinerary is PHL-EWR-LAS with the PHL to EWR on amtrak? Never seen that before but I don't think that amtrak would care that you didn't ride. Now I'd this was all via planes the airlines would cancel your ticket if you skipped the first leg.

I don't think that amtrak controls their tickets the same way the airlines do so I don't think it would be a problem.