You don't need to go to the UK. You can use Avios to buy any reward on AA for instance, and domestic US flights (as well as many Caribbean etc) are proportionally very good value.

If you want to spend your UA points or else on the other part of the trip then great, do that, but if you were ready to buy the inbound with cash, you can probably get a complete return in J for less than what you would have been ready to pay and keep your miles!