The lack of a change fee is a significant advantage for WN.
A couple of $200 dings from UA (+ the fare difference you will pay to either) in a month will be a vivid reminder.
Gold status isn't that significant. One of the chief benefits, at least from my perspective, is invisible to domestic flyers-access to international lounges of other alliance carriers.
Several of the benefits may be acquired through UA credit card.
Appreciate the fact during the opening conversation you confirmed another data point-it many well traveled markets, WN is no longer the price leader.