I have had the exact same issue last weekend. I ended up paying for bags and submitted a request for refund. Initially, United played games with me by saying that I haven't entered my TK number and my response was " How come the miles for this trip were credited into my TK account then?".
It was very frustrating because it was my first time flying UA so I was hoping to check out their lounge and enjoy the priority boarding...etc. I will never fly UA again after this experience.