The bag will get held by SATS baggage service, it won't be destroyed.
The only possible option I can think of would be to go to UA transfer desk at 5AM (near gate B1/2/3/4) and show your bag tags and see if they can get them fetched and tagged. UA's desk is closed once their 2 flights are closed for boarding (i.e. by 7:30AM), so no chance doing it the night before.
I'm not all that confident that would work though (that they would do all this legwork for you).
You'll probably have to clear immigration, get the bags, and check in again at UA's check-in counter, Row 8 Terminal 3 at 5AM. You could possibly sleep in the transit hotel though before doing this...as once you clear you can't come back to use the transit hotel as I'm sure you know.
On 2nd thought...Perhaps if you already hold UA flight boarding passes (did you get those in MAA?) you could get back in though. Haven't tried it before.