Every certificated airline has its own unique set of procedures that are approved by the FAA. This is one case where a marketing affiliation (such as UX) or alliance (*A) does not apply. It's much like the cockpit checklist -- developed by individual airlines, approved by the FAA, and followed to the letter. So Skywest's procedures can be different than GoJet's which can be different than Shuttle America's which can be different than mainline United's. And they are.

The "window shades must be up" helps a passenger evaluate the outside conditions in the event of an emergency landing (i.e. which side of the plane poses least danger). This has been the case since long before "security" was an issue. As I recall, TWA had this policy, as do SQ and TG today.