UAL has no business in MDW. DEN (not DIA) is UA's 2nd main hub. ORD is UA's main hub. Therefore it makes sense to focus on DEN-ORD service only.
I hate to disappoint you, but if UAL starts service to MDW from DEN, most likely Frontier will be hurting it.
Already here in Denver, Frontier is causing United to bleed a bit.
"Generosity is giving more than you can, and pride is taking less than you need." - Khalil Gibran