So here is the really bizarre one:

1) SBN-ORD-LGA-ORD
vs.
2) SBN-ORD-LGA-ORD-SBN

(2) can be cheaper than (1)
However, with certain LGA-ORD flights, (1) ends up being much cheaper.

Similar finds can be had with some other midwest cities where UA tries to compete. (While others, such as CAK, UA doesn't even bother.)

The original question remains - is this officially against the United fare rules? I have trouble deiphering anything there.