For the benefit of others, there was no need to do anything here. No need to short check and no need to notify UA. Had OP checked two bags to SFO with a connection at ORD and only dropped one post-CBP at ORD, the other would simply have never been logged back into the system. In the simplest terms, UA will not miss it, will not look for it, and the onwards manifest will not be affected in the least.