Milwaukee is???

Again , every airline you mentioned already serves LAX from somewhere else, so they're already serving the second largest city in the nation.

What you're asking them to do is to add MKE to their LAX flights, not to add LAX to their MKE flights. Airlines always look at service from their hub or focus city standpoint. So while Midwest looked it from MKE, the other airlines you mention (since they have neither hubs nor focus cities in MKE) will look at it from the LAX end. And from that end, why fly to MKE when there are so many bigger markets each of them don't yet fly to?