Don't worry. You can pick your seats 22 hours before the SK flight on flysas.com or sas.dk. There will be plenty of seats to choose from but don't expect em. exit or bulkhead seats which are the first seats to be pre-assigned or taken at online check-in.

As you will check-in at PHX you should not complete the check-in procedure on flysas.com after you have choosen your seats as this will most likely prevent the UA check-in agent from printing the BP for your onwards SK connection. You will then have to go to the transfer desk at IAD to get your BP.