If this was a roundtrip ticket than it should be a DOT complaint. By law when a carrier cancels a flight they are required to refund the entire ticket, not just one direction.
Neither with Southwest, I believe JetBlue will only interline with American. Are you going to not fly those two airlines for the same reason?
Personally I won't fly any of the ULCC's to somewhere it really matters if and when I get there. I want options if things go sideways. For a purely pleasure trip, I would consider them.