The same thing happened to me..
I called Southwest last week to check on where my free flights were since they weren't showing up in my account, and apparently, Southwest had automatically set up a Rapid Rewards account for me which I didn't know about and that's the account they credited the flights too.
The told me to send an email to RR customer service asking to close the account I opened myself and to make the one that the automatically set up for me, my primary account, and this happened last tuesday. I'm probably going to call again, since we had wanted to use the flights for this summer, but doubt that's going to happen now
But I would call Southwest, not chase