Chicago in January was a mess. Between the Polar Vortex and several storms, both airports were grid lock for weeks. I know, I both live here and I'm a
travel agent! I had my own January vacation canceled because United canceled my flight and couldn't get me out for a week (and by then my vacation time would be up). I wound up re-scheduling the trip for later in the spring.
Anyway, NO airline will book a stranded passenger in a hotel or on another airline's flight for a weather or ATC related event. SWA isn't alone in that regard. Other airlines are more accommodating than SWA for airline problems (mechanical or crew issues), but nobody helps due to a blizzard or air traffic congestion.
Some tips:
-For any carrier, try to have a layover on a connection of at least 60 minutes, 90 is better.
-Try to avoid having your connecting flight be the last flight of the day, so you have a better chance of not being stuck overnight.
-Have the airline's 800 number (or your travel agent's

) programed into your phone. In the event of a problem where you need to be re-booked, while waiting in line to speak to a gate/ticket agent see if you can get through to them over the phone. They can often re-book you while you're waiting in line and by the time you get to the gate agent, they can just re-print your boarding passes for the new flight. If you just wait in line and don't call, the next few flights could sell out before you get to the front of the line. Still get into line though, sometimes the hold times are longer than it takes to wait in line and speak to someone in person.
-Some airlines (I know this is true on Delta for sure) will also allow you to re-book a canceled flight through their website. If you have internet access while traveling, this might be your fastest way to grab a seat on the next available flight. When re-booking, time is critical because 200+ people are all trying to do the exact same thing.