Other airlines seem to be able to apply married segment logic across any through fare regardless of how the individual search is constructed. If you try this same gambit on LH or AA, you might be able to see the lower price, but it won't ticket.

I've expected UA to fix this, but it's been happening for at least 18 months, if not longer. At this point, I have to assume that they're aware that it's happening and haven't been able to get a fix in place, or perhaps that they're tacitly OK with offering more competitive fares to people who learn the tricks. (The cost to fix it might be more than the cost to tolerate it).

And, yes, I've never lost a moment of sleep thinking that UA would try to cancel a valid, non-error fare booked through their own website.