Actually for the extra segments added as protection (yes, UA does do this - don't take no from an agent - HUCA) the gate agent for the flight you got protected on should pull up your record when you no-show, realize what happened and simply remove the flight from your record. That's what happens in 90% of cases. In 10% of cases you can call UA and ask them to remove that flight from the record and re-sync your ticket.

I've had trouble checking in for a return when a rogue protection flight was still listed in the ticket (even listed at the end of the ticket).

Bottom line...protection is possible and still happens.

-RM