Oh, that Muk can be such a pain to deal with, I'm glad Zapdos pulled it off haha. A lot of the sets more commonly found before battle 40 rely on luck or taking people by surprise with unexpected moves, so that can be frustrating to go through at times!
Actually, Incineroar usually wants to move last when using U-turn, it's not really a replacement to hard switching. If something outspeeds and threatens Incineroar out and you have a safe switch-in, then hard switching is definitely the right thing to do. The biggest and most convenient use of U-turn is for those situations where you can use any of Incineroar's 3 attacks to KO an opponent because it's either already low or you're about to double it up with Fini as well. In those cases, being able to switch on the same turn as when you get the KO is more valuable than staying in (most of the time) because it means you now have Incineroar as an Intimidate + Fake Out switch-in in the future. Every occasion to cycle it in and out like this at no downside is likely to help the rest of the team.
The second best use would be for situations where Incineroar is threatened and you'd like to switch, but you don't have a safe switch-in because you're unsure of what will actually happen (eg. it could be a Rock move, or it could be a Fighting move that does a lot of damage to Metagross); in those cases, it's better to risk Incineroar than the backline, and often you'll be pleasantly surprised to see Incineroar survive anyway and U-turn for the the switch you wanted but couldn't risk. Or for example, if you're facing something like Jolteon + Kingdra: both Fini and Incineroar would like to switch to Zapdos there, but obviously it can't come in on both slots, and Metagross doesn't want to take a Water or Electric hit on the switch. So you can switch Fini into Zapdos, let Incineroar take the Water hit and U-turn into Metagross, and on the next turn Protect + Tailwind, and then Roost + Stomping Tantrum the Jolteon. This way, Metagross got Jolteon out of the way without taking much if any damage, Zapdos are Fini and healthy, and Incineroar is still available in the back for a switch-in later if necessary. Without U-turn, either Metagross has to tank a Water hit on the switch, or you're forced to keep Incineroar in until it goes down.
Hope this makes sense, good luck either way in your future attempts if you use the team again!