Its simple supply and demand. If you really want to go to ORD that bad you might be willing to pay that. Also we don't know how full the MBS-ORD flight really is.

Its also a reflection of that fact that UA really doesn’t want to sell an MBS-ORD r/t. They want to sell a connecting flight. If they sell a cheap MBS-ORD segment that means one seat not available for MBS-ORD-LHR, or MBS-ORD-LAX.