When you kill a pokemon using U-Turn sometimes you don't get to switch out the pokemon.
To test it I used a U-Turn Gliscor.
Full situation:
Turn one:
Gliscor vs Infernape.
Gliscor uses Earthquake, Infernape faints.
Turn two:
Gardevoir gets sent in.
Gliscor uses U-Turn against Gardevoir, Gardevoir faints.
Now you should switch out as you used U-Turn but you don't get the option and you have to stay in.
After a bit of testing that's the best I could find.
If you use U-Turn turn one with Gliscor and the opponent Gardevoir stays in an dies, you get the option to switch out as you should.