Back in the HP days, and for a little bit after the HP-US merger, there was a lounge at LAS. However, it was outside of security...which of course meant that you needed to plan time for security, then getting to the gate. The HP then US gates were in an older part of the terminal, near where WN is now, almost directly above the check-in desks. Not sure what has become of the space that was the lounge.

I thought there was a lounge at CMH back in the day too, as it was another HP hub, but I can't find anything concrete about that.