The pilot may have been the ultimate authority of that particular craft at that particular point in time, but the pilot was still an employee of the company who is a subcontractor of the company that employs the GA. Overruling the GA would almost certainly have had negative job consequences for the flight crew.
The important point to me here is that the order to vacate the plane flowed from UA through the GA due to a business issue, and not from the captain due to a safety issue. The 'safety issue' was the refusal of Dr. Dao to give up the seat that was rightfully his.