Someone (WN? HP?) must be flying to COS and UA is matching the fare.
Same thing on LAX-DEN-ABQ. You can buy a RT for $212 while the LAX-DEN RT is about $500 for the same restrictions.
I think you run the risk of having your return trip cancelled if you do not take the last leg. Plus, how are you going to board a flight in DEN that you were supposed to take in COS?
Please post your experience on this!