"maximize my United time"
Why? It's not like they upgrade you automatically. You'll get upgraded a TON more on CO or NW. Your DL full Y fare ticket get you plenty of points.
The reason why companies do things like that often have to do with negotiated rates that they have with an airline. They might get a break on the most heavily travelled routes and in return agree to buy everything from that airline.
In terms of the interview though, they're paying so be quiet and fly as you're told. If anyone questions you going against their wishes, you can just say that you wanted to save them money. Let it drop and get an NW World Perks membership. I was gold on UA and am gold on CO now, and I get upgraded 234098725908345908345 times as much.