It's actually generally called "end-on-end" ticketing, not end-to-end, and it has to do with combining multiple fares on a single ticket. Some cheaper fares restrict the ability to combine the fare with another fare on a single ticket. The restrictions are listed in the Combinability section of the fare rules and you will see something like " IF THE FARE IS USED END-ON-END MUST BE AN A-B-A COMBINATION. SIDE TRIPS NOT PERMITTED". Which means the fare can only be combined with another fare on a single ticket if it's a simple roundtrip booking. Unlike HCT, it is NOT a CoC violation to simply book the additional fare on a separate ticket. In order to get the desired routing on a single ticket, you have to upfare to a higher fare class that does not have the end-on-end restrictions. The disadvantage of booking as separate tickets is that you may not be as well protected in the event of schedule changes and IRROP's.
Agree, I believe that typically, if you book end-to end being all on UA, they will still protect you. It just requires manual intervention since they wont know automatically. You have to call in or talk to an agent. I'm not sure how that changes with a HCT component. Probably more YMMV