Urgent Care centers do not have hospital privileges and cannot admit to the hospital.
That surprises me since (at least in my area of the Chicago suburbs) all of the urgent care centers I've seen are associated with hospitals or hospital networks. I have no experience with their admitting capabilities though, having never actually used one.
Bypassing the ER is a good way to have your insurer try and deny coverage, since you’re giving them a plausible case that it wasn’t an emergency.