This is a UA question rather than a Star Alliance question. As far as I can understand it, the OP is a member of United Club, but not *Gold. If that is correct then the OP would be allowed into a United Club but not any of the other Star Alliance lounges at LHR. Did the OP try to get into the United Club, or did he try to get into the LH, SQ or AC lounge? If the latter, then he was correctly denied. If the former, they certainly know the United Club rules at a United Club.