None of what you say is accurate. Just walk out. Nobody will check or care. United will not charge you for anything.
When you check bags on an international flight with a domestic connection, you have to pick them up at your first port of entry in the US. At SFO your last step as you leave is just past baggage pickup. If you are connecting to a domestic flight you turn left. If you are going out, you turn right. There are several people standing there watching you. And they look at your bags. If your bag is tagged for a connection but you turn right, you will raise suspicion and they will stop you.