Because in the "new age" of UA, just about every customer unfriendly thing UA could do, they have. There have been posts in the past saying that people have had troubles interlining across two tickets. Certainly if all segments are on one ticket I would expect that UA will interline properly. However, because this is on two tickets, UA is technically under no obligation to interline, but certainly are capable of doing it if they want to.

Oh, and because other US airlines have stopped doing it all together:
http://www.flyertalk.com/forum/us-ai...t-tickets.html

http://www.flyertalk.com/the-gate/bl...air-lines.html