I lived in CVG about a decade ago and stuck with UA due to lifetime status considerations. Basically just meant that I did a lot of CVG <> ORD <> YYY or CVG <> IAD <> YYY trips. Depending on where you live in the Cincy area, DAY is also a legitimate option for flights if times/connections happen to work better. The worst part of that sticking with UA experience was the old terminal that UA went out of (really more of a hallway). They have now taken over part of the DL terminal after DL moved a lot of volume away from CVG which materially improves the travel experience (especially during irrops).
But as most will note, this depends on a lot on your travel patterns and what matters to you most. I will say that if I had not have the lifetime stuff to think about with UA (and knew that my time at CVG was likely to be a max of a 2 years) I probably would have moved over to DL.