Yup, if you've already used the PMU for xxx-LAS and you mis the LAS-yyy then its gone since you already had a segment upgraded. However they should rebook you into F if you miss the flight, especially with that crappy connection. I'd even call and find our if they can protect you on the morning flight without touching your currently confirmed itinerary, just in case. I'm kind of surprised they allowed a 20 min connection... even though with LAS the Delta gates are in an area next very close to each other.