Does UA do the practice of awarding only non-stop mileage for "direct" flights (where the same flight number is used for two segments, sometimes requiring a plane change / connection)? If so, then accepting a connection may not necessarily give you more mileage than a non-stop flight.

An extra connection also increases travel time and the risk of problems (missed connection, lost checked baggage), so it may not be desirable in cases where meeting the schedule is critical for a business meeting or whatever.