Had this happen to me yesterday on a same day IAH-DEN-IAH. I got an upgrade on the DEN-IAH at my window but when I tried to check in for the IAH-DEN was not able to. I thought it had to do with doing a same day turn. Call to the CO elite desk and agent said "that when you get an upgrade on UA their system does something to the ticket so as not to give credit for first class fares". She said she would try and manually check me in but didn't think it would work and that I would probably have to go to airport. She sounded surprised 5 seconds later when she was able to check me in.