I had this happen twice in a row. I was booking IAH-MSP on co.com for a flight operated by UA Metal. I Selected the exit seat during purchase, got a confirmation saying so and next day, I went to view the reservation and didn't have the seats. Fortunately, I was able to select them again and all was well.

I'm not sure if it's a glitch in the CO->UA interaction, if sometimes the seat requests don't get pushed through properly during the purchase interaction, or some other strange reason.