They do. I booked a nonstop from RDU twice now. But, they also have flights with 1 and 2 stops from the same airport. Guess it just depends when you want to fly.
On SWA, what you see is what you get. SW does not usually add or delete flights from their schedule once they are set. That is one reason SW only releases schedules about 6 months out.
Definitely depends on where you are flying from. We fly nonstop from New Orleans. We actually live a lot closer to the Baton Rouge airport but they have no nonstop flights to Orlando (Southwest doesn't fly out of BR) so it's way easier to drive to New Orleans and fly nonstop.