A Similar Experience
I had a similar experience two weeks ago with a TPE-NRT-SFO flight. The NRT-TPE upgrade was marked "Denied" on the UAL website itinerary right up until flight time, but when I got to TPE airport the GA said the NRT-SFO leg looked possible. I didn't use the SWU for the TPE-NRT leg, since it's not that long, but when I got to NRT I got my upgrade with no problem.
It felt like one of those "can't win" scenarios - if I had used the SWU for the TPE-NRT leg, there wouldn't have been an upgrade available for NRT-SFO, but since I didn't use the TPE-NRT, there WAS one available for the final leg.
Can't win. Can't break even. Can only stumble out of the starting gate.