Yeah, the agent couldn't print them either. In each case, the flight had a United codeshare number, same PNR, no unusual routing, revenue business or first, etc.
The only snag is that one needs to present an onward boarding card for a connection in Canada. In both cases, the immigration agent was okay with a printed itinerary or "This is not a boarding pass."
Perhaps SHARES just prints "blanket" instructions for Frankfurt and Canada transfers. In my case, I was transferring in Toronto or Montréal to a transatlantic flight, so it would be incorrect for United to tell me to go looking for my baggage in Canada.
The T1/T1 connections in Toronto are really easy for eastbound transatlantic (it's even easier in Montréal), but United prints out complicated instructions.