kluau88, I hope you had a pleasant stay in Switzerland.
Regarding the lounge stamping, AFAIK this is on UA's (and some other * carriers, as Rudi noted) request. They get charged a set fee every time their pax use a lounge in ZRH, and with the stamp want to avoid that you go and use more than one (incurring more cost).
I agree with previous posters that, if pressed for choice and when departing on your flight, I'd probably have taken the LH lounge as well and not the LX.
As an aside: Hennessy, I don't think that you are allowed to access the Bellevue lounge when departing on UA or US, as they has no agreement with that lounge. SEN gets you in when on LH/LX/OS only I believe?