No idea why this happens and where the disconnect is in ET's system. They tried to pull it last year on a couple of flights with me too although my UA number was clearly on the reservation and printed on each boarding pass. I went through Mileage Plus to get it sorted out as I don't even have a Sheba Miles account. It took them a while but got done.
If you don't need the Sheba Miles account then you may have to close it entirely to prevent this from recurring.