View vs. Statement Query Plan

It seems that my server is happy to use some indices to optimize
access when I do a specific query involving a UNION, but when I
make a view and then query on that view, it doesn't use the indices
any more.

I have two tables that look like this:

CREATE TABLE data (
    rec_no              INT             PRIMARY KEY,
    day                 DATE            NOT NULL,
    user_id             INT             NOT NULL,
    value               INT             NOT NULL
) WITHOUT OIDS;
CREATE INDEX data_day ON data (day);
CREATE INDEX data_user_id ON data (user_id);
CREATE INDEX data_value ON data (value);

data_4 has about 10 Mrows, data_4a has about 100 Krows. I created a view,
data, combining these two tables:

    CREATE VIEW data AS
    SELECT * FROM data_4 UNION ALL SELECT * FROM data_4a

But for some reason this view doesn't use the indices that an
equivalant query uses:

test=# explain select * from data_4 where user_id = 12345 union all select * from data_4a where user_id = 12345;
NOTICE:  QUERY PLAN:

Append  (cost=0.00..4334.59 rows=1080 width=16)
  ->  Subquery Scan *SELECT* 1  (cost=0.00..4325.05 rows=1078 width=16)
        ->  Index Scan using data_4_user_id on data_4  (cost=0.00..4325.05 rows=1078 width=16)
  ->  Subquery Scan *SELECT* 2  (cost=0.00..9.54 rows=2 width=16)
        ->  Index Scan using data_4a_user_id on data_4a  (cost=0.00..9.54 rows=2 width=16)

EXPLAIN
test=# explain select * from data where user_id = 12345;
NOTICE:  QUERY PLAN:

Subquery Scan data  (cost=0.00..1638580.00 rows=100100000 width=16)
  ->  Append  (cost=0.00..1638580.00 rows=100100000 width=16)
        ->  Subquery Scan *SELECT* 1  (cost=0.00..1636943.00 rows=100000000 width=16)
              ->  Seq Scan on data_4  (cost=0.00..1636943.00 rows=100000000 width=16)
        ->  Subquery Scan *SELECT* 2  (cost=0.00..1637.00 rows=100000 width=16)
              ->  Seq Scan on data_4a  (cost=0.00..1637.00 rows=100000 width=16)

Any idea why this is? Should I be creating the view in a different way?

cjs
--
Curt Sampson  <cjs@cynic.net>   +81 90 7737 2974   http://www.netbsd.org
    Don't you know, in this new Dark Age, we're all light.  --XTC