Rule 240 is no more....it disappeared with deregulation.
IME, if you have to ask for routing on another airline, UA usually won't offer it. It likely has less to do with fare/cabin/status and more to do with if a traveler is savvy enough to know what to ask for.
BTW, as the UA staff may have pointed out, you weren't on a first class fare you were on an instant upgrade coach fare (which are not unique to UA). I doubt the UA staff even knew you were flying in first (unless they dug a bit).