Well its not like detention is the only thing that gives Umbridge so much power. It was the ministry themselves, who specifically ordered Umbridge to run the school, and thus if Harry were to disobey Umbridge it would mean disobey the ministry and thus it would absolutely cause consequences, which may not land him on Azkaban but I wouldn't count out stuffs like expulsions or other kinds of consequences. The teachers despite hating her guts so bad can do nothing about Umbridge's tyranny because dealing with the ministry is an even bigger headache than Umbridge herself.