Passengers who get married can do a name change with Mileage Plus (with proof of name change). Sounds like you just procrastinated too long prior to getting married/traveling. Therefore I can understand why you had this problem. I don't think United or MPlus should be blamed for the oversight on your part. They certainly have the right to request the correct name of the person traveling. Why get so hung up on the HYPHEN. Just run the name change together as SMITHJONES.
Not too difficult !!!