It's more complex -- married inventory may apply additional rules, including additions or subtractions, to the set intersection inventory which would be considered the "default" for a connecting flight. It doesn't make sense to do this with PN because of the way it's used for upgrades (per segment), but I can't say I'm all that surprised to see it happen.

It makes perfect sense in a revenue environment. For the same IAD-DEN-COS, UA will only sell a Z fare, but if you marry it with ZRH-IAD they are happy to sell it in P (since it adds the international paid Business revenue). It's only odd because upgrades don't (currently, thankfully) work that way.

For reference:


02MAY19 ZRHIAD UA 0053 : J9 JN9 C9 D9 Z7 ZN7 P3 PN0 PZ0
03MAY19 IADDEN UA 1070 : J9 JN9 C9 D9 Z7 ZN7 P0 PN0 PZ0
03MAY19 DENCOS UA 5815 : J6 JN6 D5 C2 Z1 ZN1 P0 PN0 PZ0

02MAY19 ZRHDEN : J9 JN9 C9 D9 Z7 ZN7 P4 PN0 PZ0
>02MAY19 ZRHIAD UA 0053
>03MAY19 IADDEN UA 1070

03MAY19 IADCOS : J6 JN6 C5 D4 Z3 ZN3 P0 PN0 PZ0
>03MAY19 IADDEN UA 1070
>03MAY19 DENCOS UA 5815

02MAY19 ZRHCOS : J6 JN6 C6 D6 Z6 ZN6 P4 PN4 PZ0
>02MAY19 ZRHIAD UA 0053
>03MAY19 IADDEN UA 1070
>03MAY19 DENCOS UA 5815


(The last being what OP searched.)