So all told, the original flight was about an hour late? As always, it's the passengers option to take an offered reroute, stick with the original plan (assuming that a cancellation doesn't happen), or arrange their own alternate and get a refund. Those are the only options that US is required to give you so you're due nothing for the delay.

You must remember that the agents are only working with what they've been told and neither you nor I know what that was. The agents also only deal with passengers and not already checked bags. Presumably the agent was just trying to offer the best solutions based on the info he/she had.

It sounds like a lot of your complaint is about Aeromexico (Delta) and their personnel. Technically their ATL agent was right - at that point US was responsible for lost bags since you hadn't traveled on Aeromexico (DL) yet. The last carrier that provided transportation is responsible for lost/misplaced bags. It is unclear how your sister ended up in ATL when she was offered a flight to PHX then MEX or knew that her checked bag hadn't gotten on the US flight to MEX.
For the charges to change return travel, the agent was also right. Changes ahead of day of departure incur a change fee and fare difference. That's why they're non-changeable non-refundable fares. However, standby and Move Up are available on day of flight at the airport. I suppose US could just sell fully refundable tickets so no one ever had to pay such outrageous fees/charges, but would you have paid that price or gone to another airline that did sell non-refundable tickets?

Jim