Have you tried checking a different day to go back? Maybe the route is only flown on certain days? Also knowing flights into PSP, there may be some seasonality to the flight as well - given that the closer you get to the summer, the less people go out to the desert b/c of the heat.
As far as comparisons between UA, I find VX to be a much better experience in most parts. The two things I liked better about UA was E+ and the rare chance of an upgrade (very few CPU's, but upgrading with miles was possible about half the time). You could pay more for MCS on VX - you get similar legroom to E+ and free food/drinks, plus priority boarding, etc., however the price difference is usually a few hundred dollars.
The things I like best about VX are: new planes, better food in economy, great IFE, consistent wi-fi, and excellent customer service. UA is getting better with wi-fi but is still inconsistent. I had plenty of flights where there was supposed to be wi-fi but it wasn't turned on or didn't work, or was so slow that it was unusable.
Bottom line - if you can make VX work, I would say go for it. I know UA doesn't fly direct from JFK or EWR to PSP, so you would have to connect and likely go on an RJ to PSP.