The secured storage itself isn't a function of elite status. If you arrived at the origin airport and checked your bag in sufficient time for it to make an earlier flight to the same destination -- common on a high-frequency, hub-to-hub route -- that's a possible reason this happened. The priority tagging may or may not have been a factor. I rarely check bags, but in the case when I know there was an earlier flight that departed after I checked my bag, sometimes I'll glance in the holding pens in baggage claim. But can't recall the last time that happened.

I don't know how UA would notify a passenger of earlier bag delivery. Can't find that option on EasyUpdate. There are baggage info kiosks at the hub airports, but haven't seen what they report in this instance. Since most flights on the same route usually go to the same baggage carousel, it might just show "Assigned to Carousel X" whether it was previously delivered to that carousel or enroute. When a baggage contractor pulls lingering bags from the carousel and puts them in the pen, I don't think they're scanned by the baggage tracing system. So the last activity would have been the delivery to that carousel.