Getting my luggages at SFO port of entry and not boarding the next flight [duplicate]

I have the following itinerary:

• ULN - ICN through MIAT (Mongolian Airlines)

• ICN - ORD with United and it changes plane at SFO.

Looking through some questions already answered here, it seems that I have to pick up my luggages at SFO before going through Customs and Immigration and then drop them off before exiting.

But I recently decided not to board to my last flight to Chicago and spend a few days in San Francisco. So what are the options that I can pick up all my luggages at SFO?

I hope that I can just walk out right out of SFO having picked up my luggages before the Customs. But I was not sure if this is viable.

Also, when I first check my bags at ULN, would they be able to tag its final destination at SFO, not ORD?

EDIT: Not that I care much, but none of the 9 answers in the possible duplicate question completely answered my question. Otherwise, I would not have asked it.