I wouldn't be too worried they still have several flights with a connection in DEN to put you on. Besides just because UA has many nonstops ORD-LAS doesn't mean if your flight is canceled there will be room on one of them. I've heard many a passenger at EWR who got stuck for 3 days because of a canceled flight because they were all booked.

Anyway, $200 O/W for a ticket that offers E+ (Stretch), a Free bag, priority check-in and boarding, and refundable its a steal. Plus you'll have Priority Security in LAS (unfortunately its not yet available in ORD because ORD is a newer station for them)