This would be during Mardi Gras and according to the October 28th schedule all of Southwest's daily flights from HOU-FLL involve a stop or change of planes at MSY.
It may be that the 1st leg from HOU-MSY is filled with people going to Mardi Gras on your outbound flight and the 2nd leg from MSY-HOU is filled with people returning from Mardi Gras on your return flight. Flying Delta or Airtran HOU/IAH to FLL wouldn't involve a stop/change of planes at MSY so maybe that's why they're cheaper.
Depart Feb 17 Sun
Depart Houston Hobby (HOU) at 12:25 PM and arrive in New Orleans (MSY) at 1:25 PM
Change planes in New Orleans (MSY) departing at 2:40 PM and arrive in Fort Lauderdale (FLL) at 5:30 PM
Return Feb 22 Fri
Depart Fort Lauderdale (FLL) at 6:10 PM and arrive in New Orleans (MSY) at 7:10 PM
Change planes in New Orleans (MSY) departing at 7:40 PM and arrive in Houston Hobby (HOU) at 8:45 PM
Total fare for 2 (including taxes and PFC's) $438.00