Block withholding attacks has happened before. Eligius had an attacker that was witholding several blocks in the past and was discovered and the account was locked. It worked for awhile but it really doesn't make that much sense to attempt this on a pool. You would probably be subjected to the pool 'testing' your miner by sending parameters that would result in a block and you'll still be incurring costs in the midst of it.

PPS, FPPS and other schemes tends to pay lesser than PPLNS in certain cases so that is also a mitigating factor.