I have been in the same situation as you, being CO Platinum, and flying occasionally on SAS. I decided on putting the miles in a SAS account rather than UA, since most of my flying was from London to Oslo and back and I got 1,200 miles each way, rather than the 700+ miles on UA.

One thing you should consider, and it sounds like you probably booked one of the Xmas trips, is that you can get a free trip for 12,000 miles on SK, versus the 25,000 miles on UA. Remember, flights in Scandinavia are expensive. Yes, I know that you want to move your miles to HH, but Eurobonus members do receive occasional deals, which in my opinion have been incredible, especially for Radisson Hotels (and I am a HH Gold). I wasn't aware that minors were ineligible for a Eurobonus account.

Isn't British Midland a partner?