UA doesn't let you transfer out of their program anywhere, not even through third-parties like points.com.
But as mentioned, you can use your miles for AC flights, and will pay less taxes. The one disadvantage is that any AC flights using UA miles cannot be booked online and need to be booked over the phone with an agent, which will cost you a bit ($25 or $30, I think). However, even with this charge, AC flights still come out way cheaper than using AP miles, as there is no fuel surcharge levied on MP tickets.