No point in leaving the itin pending as when they don't show up for the 1st leg, the ticket will become void overnight. Cncl their reservation so UA a) knows they wont be there, and b) doesn't void the ticket and they can use the residual value at a later date.

SBM's advice while usually good, in this case is the opposite. Telling them they aren't going to show, but retaining the flight segments as booked is the same as not telling them anything. If they are in posession of inventory and they don't show, it will cause their ticket to become worthless for any future value.