KE most certainly does have a fee for oversize luggage and for whatever reason did not collect it at PUS. OP paid the fee at PVG. He is not out anything he did now owe.
OP did nothing wrong and there is nothing embarrassing here. Neither did UA lack "empathy". OP is a 1K and either knows UA's rules, should know them and certainly knows how to look them up.
In the end, OP paid an excess fee of $200 per bag as he should have.