Just for the record, when I got to the airport the 1P check in agent asked which connection I wanted. I said LHR, she said "OK, mind if I cancel the DEN flight?" and proceeded to check my bags all the way through.

Maybe not what she was supposed to do but appreciated and a reason I'm more than happy to stay with United. Had it gone the other way, I don't think I'd have maintained the same loyalty, as my friend suggested, I could have bought a cheaper ticket with another airline and used the savings to upgrade my seat and buy lounge access.

I understand the fact that United have policies to prevent hidden city and nested ticketing, but this instance clearly wasn't the case and the phone agent was really just an unpleasant experience.