I waited the requisite two weeks, still nothing. So I went online to request credit. UAL.com immediately responded with this:

"Our records indicate that this flight is not valid for mileage credit or Premier qualifying credit."

So I called MP. Agent said, "I don't see your flight as being on our master. Let me make a call."

(In other words, my inaugural flight was not on a database at all).

After some time on hold, agent came back and told me that my flight will be added to the master and it should credit in a couple of weeks.