No - you don't have to delete the Union All component.
There is a problem with the Union All component propagating metadata changes - but it appears to me to be a design decision. I'm not sure the SSIS team had many alternatives - but here's hoping they'll figure one out.
The problem is that with a Union All component, the output's metadata gets defined when you attach the "first" input. Regardless of how many other inputs you attach, you're not going to have an already-defined output column's metadata changed (automatically).
There is a loophole there, however, and you can see a glimmer of it from inside the Union All editor. Float your mouse over the output column name for any "column" (shown as rows in the Union All editor). You'll see a tooltip showing you the output column's metadata. Float over any of the input column names for any "column", and you'll see that input's metadata.
When you change one (or more) of the upstream flows' metadata for a column, the tooltip in the Union All changes for all the input sources - but doesn't change for the output. To manually handle this, right-click on the row in the editor and Delete the row (actually a column - but I'm hoping you're following me here). Then, scroll down to the bottom of the list, pull the dropdown for "input 1" on your empty row, and pick the same column you just deleted. You'll now be able to see correct metadata on the output column associated with this "new" column on the output. You'll just have to pick all the other input columns to match up to it.
The only way (with five minutes thought) I can think of to "fix" this problem is to address the 95% scenario where all of your inputs' metadata agrees, but doesn't match the output's metadata. (By this, I mean you may have three inputs to the Union All, all of whom define the column in question the same - but don't match what the Union All's output is.) In that case, it would be nice if the Union All automatically changed the metadata of its output column to match what all the input sources agree on.
I think I'll submit a Connect feedback issue for that...
EDIT: There already is one there - GO VOTE FOR IT
, as Microsoft has it labeled "Closed (by design)" which is NOT good enough!