All of these new stations cannot automatically get nonstop service to DAL. There is simply not enough gate capacity nor flight capacity to accommodate that. WN needs to carefully and judiciously manage its limited DAL resources for the foreseeable future.
I agree with your point, even though WN does have some room at DAL to accommodate nonstop service to a few additional destinations with WN having already discontinued DAL-OKC/SFO nonstop service, with WN having already reduced frequencies on DAL-HOU/LIT/LGA/TUL nonstop service through the end of its current schedule, and with WN expected to reduce frequencies on other nonstop routes out of DAL.
I would probably expect frequency reductions on DAL-MDW/FLL/LAX nonstop service if WN adds DAL-ORD/MIA/LGB nonstop service.
WN can also reduce frequencies on other nonstop routes out of DAL if needed to accommodate nonstop service to additional destinations from DAL.
WN adding DAL-COS nonstop service probably does make sense as any connecting options to COS from DAL on WN (at least through cities other than DEN) would involve significant backtracking and with WN unlikely to add DEN-COS nonstop service.
On the other hand, WN can easily connect passengers to its WA/OR/CA destinations that are not served nonstop from DAL through DEN, LAS, or PHX, and WN can easily connect passengers to most of its East Coast destinations that are not served nonstop from DAL through MDW, BWI, STL, BNA, ATL, or HOU.
WN has more than enough room at DAL to operate Saturday-only nonstop service to destinations that do not have daily nonstop service from DAL with WN only operating around 150 departures from DAL on Saturdays versus the 195 daily departures that it was operating from DAL on weekdays prior to the COVID-19 pandemic.
The return of Saturday-only DAL-BOI nonstop service on WN is certainly a possibility with
(a) WN being able to make Saturday-only DAL-BOI nonstop service work in Summer 2018 and Summer 2019,
(b) BOI being near some ski resorts in Idaho, and
(c) WN recently adding seasonal weekend-only nonstop service to HDN and MTJ from DAL.