Southwest was in extensive talks about coming to XNA, but they didn't due to fuel policies with the FBO.
Let me guess, flow throughs and late callouts. Frankly, with all of the bizjet traffic to XNA, catering to WN was a “meh, take it or leave it” proposition for the FBO.
One thing that is likely keeping WN out of XNA is that WN has limited room to further expand at DAL. There are also other markets within the contiguous U.S. without daily nonstop service to DAL such as CVG, CLE, GRR, GSP, BDL, ORF, RIC, and TUS that have more demand from the DFW/DAL market than XNA does. In addition, the demand for domestic air travel is greater at CVG, CLE, GRR, GSP, BDL, ORF, RIC, and TUS than at XNA, and WN also already serves CVG, CLE, GRR, GSP, BDL, ORF, RIC, and TUS.