Failure to Show -- CO's systems will immediately delete all remaining flights if you fail to be loaded on a flight. So if an agent forgets to or incorrectly boards you on your flight, you will lose your connecting, downline, or return flights. This is not the case on UA, as UA reconciles it later, so if you make the connection, you'll still be okay.
This was not so in my case.
My wife and I had LAX-LAS with another couple on UA and took the VDB. The agent gave us all UA ETKT's (with MP #) on AA with no seat assignment. We got that at the AA kiosk and flew to LAS. The day before our fight back I noticed I did not get the courtesy email from UA. I checked "my reservations" and my flight itinerary was gone. I called UA and they were finally able to put my flights back into the system. I called the other couple and the same thing happened to them. If UA reconciles when do they do that? Our flight was on Friday with a Tuesday return.