Midwest's normal proceedure when a city is discontinued is to rebook future reservations on another airline. I see the section you're referring to, where it says you can click to apply for a refund on the web site. However further down it also says this, which does include an option to transfer to another airline:

Reaccomodation Options
If your flight has been affected by the schedule changes, you will have the following options:

--Rebook on a different Midwest Airlines flight, if possible.

--Rebook on another airline, if possible (requires you to call the Reservations center). This option may not be available in many cases as other airlines have limited seats for reaccommodation.

--Use the value of your ticket to purchase a ticket to a different Midwest Airlines destination.

--Receive a full refund.

I think it's worth the effort to call and see...changing to another airline can only be done by an agent. Let us know how it turns out, please.