Just to defend United a little bit here: they do not, nor am I aware that they ever have, marketed or sold itineraries to passengers that involve a Chicago connection with both MDW and ORD involved. I've flown through Chicago probably 200 times to cities east, west, and north and never seen it. (That is, an unsuspecting passenger does a regular search on XXX-YYY and gets both Chicago airports in the middle.)

If I have an XXX-ORD,MDW-YYY itin, then it's only because I went out of my way to book a multi-segment itin that way. I should naturally be responsible for getting myself from one to the other. Maybe it makes sense to save a few hundred bucks off of a flight or maybe you're doing it to get the last flight of the night...either way, I wouldn't expect the airline to run a bus service for it.

(BTW, is UA still really at MDW? This thread is 5 years old.)

I don't believe any airline does this for ORD/MDW. I would hope that booking engines that construct multi-airline itins don't do it either (although that's somewhat out of the airlines' control).