I've had several instances of SWU's not being collected. Sometimes I honestly think they are not taking it for their own reasons (eg: at one location, because I was flying international after a connection I was taken aside and they wanted to check my checked bags and the agent took my bp's (printed) and the ticket folder etc to another agent while this happened - I never saw them). When they finished the bag check and said I could go, they just handed me the folder with the boarding passes in there, and yup, there was my C seat and no SWU asked. I tend to think of it like this: UA has opportunities to ask me to give my SWU up - at checkin, at the podium and finally when I swipe my boarding pass into the reader. If they don't, as others have said, it may well be a comp upgrade and an act of kindness from the agents, or just one of stupidity (at one location the SWU was forgotten, I then found a 500 miler had been taken out. LOL. At another location, I had 10,000 miles taken, then redeposited the same day! go figure!).
I'd like to think that I have tried to share the good karma in giving SWU's to some friends, and just a few weeks ago to a random reader of this very board (who, incidently, didn't have the SWU taken either on his first segment!

So the one piece of paper paid for 3 transpacs!).
I always have the SWU ready in my ticket envelope to give, and happily give them when asked.
It is a murky area in a way - technically we should give it up to pay for it, but as
PremEx has noted, it may well be the agent trying to do us a favour, and just not saying so. I see no problem with having the "correct fare" and a blessing if I am not asked for it. I think I've been overly lucky to have it the 3 or 4 times it's happened to me in 2 years. Maybe it's my accent that distracts them so!
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RichardMEL, UA 1K
A Star Alliance Member.