Baggage fees are based on the operating carrier. Furthermore, if you're doing a connection, its based on whoever is operating the first segment. If you're a *G/*S, you don't need to worry about payment, as elites on both UA and US are exempt from baggage fees.

These rules can be confusing. If, for example, you are doing a roundtrip ORD-CLT-FLL, with UA operating the segment's to/from ORD and US operating the segements to/from FLL, then UA bag fees would apply on the outbound, and US bag fees on the return. It's just the way it works.