Sounds to me that Compass does not have the training/procedures developed to fly a GPS/RNAV (area navigation) approach into MSO. The standard approach to MSO is the Instrument Landing System (ILS) which requires at least 5 miles of visibility. A GPS/RNAV approach would allow for lower minimums.

I am not sure about other airlines at MSO. These types of approaches require the development of specific procedures and training and then need to be approved by the FAA.