Stay in MKE commute to DTW or MSP or MEM working for mesaba. IF you want United you need PIC time. If you have the time upgrade, there is no reason not to. With the 15 CRJ 200's and 17 more 900's coming on the property you QOL of life will be much better sooner (I think more are coming). Take into account that the fact that "if" you get hired by Skywest you will have to start all over and hope for the chance to upgrade. Face it, FO flight time doesn't pay the bills or get you to a major. Both companies are good and you are already here. Does Skywest have a 401K program like Mesaba? Ours is one of the best in the industry. Will you be able to recoup/match the "free" money that you will make by staying at Mesaba? How many lifers are at Skywest, if you are one as well will you honestly have a better QOL there than compared to Mesaba? This flow thru could flush out many pilots at Mesaba. There is greater potential to have a better schedule as a "lifer" sooner at XJ.
It's a tough choice, good luck. It's great to just have the opportunity/options, four years ago many of us were happy just to have a job.