That's not necessarily true. Just yesterday I changed the first two legs of a three-airline Star Alliance international F ticket with no impact to the rest of the itinerary. (I also did a more complicated change last year, involving a change in airlines, and did not lose the remainder of the itinerary.)

It was an issue to me in yesterday's case because all the remaining flights were no longer available in F and I didn't want to lose them. The agent said there was no need to impact them and proceeded to change the two flights I wanted changed. As with too many things on US, it's all about the agent you get.

On the broader subject of US vs. UA, at the top tier, UA 1Ks have a significant advantage over US CPs in the ability to change award tickets without penalty. They're costly on US. As has been mentioned, redeposits are free, but with complicated itineraries, you're often waiting for one or two flights to become available and don't have the luxury of scrapping the entire trip and re-booking.

On the other hand, the lack of restrictions on Star Alliance award tickets (specifically UA's StarNet filtering) and more flexible routings, without the mileage maximums, make it much easier to book those award tickets as a US elite.