They are actually more expensive, which is why they do two things to fool their customers:
1. On their flight search page, it shows the prices on a per-leg basis. Every other airline shows round trip prices. That way, the initial result on Southwest looks great and it’s only when you get to the final payment page that you realize it’s actually twice as expensive as you thought.
2. They refuse to share their data with any of the third party flight search engines like Google Flights or Expedia. Again, so people don’t realize how expensive they actually are.
b. other airlines will advertise prices that don't exist: it'll be the base price for the seat, but all (remaining) seats will be of the upcharged variety, so you can't pay the base price.
When you make the adjustments to compare apples-to-apples prices, SWA's get a bit closer. (But I do think SWA does tend to not be the cheapest, unless they're having a sale.)
I actually prefer the per-flight¹ pricing, too. That's what I'm buying: two flights.
¹IIRC, the pricing is per-flight, not per-leg/segment. (But it isn't, as you say, round-trip.)
I fly all the time and SW is usually more expensive than American.
And that’s why they refuse to share their prices with Expedia and Google Flights. If people could more easily compare prices, Southwest would lose a lot of sales.
1. On their flight search page, it shows the prices on a per-leg basis. Every other airline shows round trip prices. That way, the initial result on Southwest looks great and it’s only when you get to the final payment page that you realize it’s actually twice as expensive as you thought.
2. They refuse to share their data with any of the third party flight search engines like Google Flights or Expedia. Again, so people don’t realize how expensive they actually are.