I have asked myself that question a lot in the past month. I was/am considering a move to SW but, for now, I am sticking with Delta. The reasons I am staying:

1. Status --> Upgrades
2. Miles. I can use the miles for gift cards. I am taking a one-year moratium on personal travel so I can obtain tools for my workshop (in a new house), furniture and other household items, and lenses for my camera.
3. Destinations. Hawaii and Int'l.
4. Familiarity.
5. For SW, I could not get a direct flight from Indianapolis to Milwaukee to fully leverage the benefits of their Milwaukee promotion. If I was going to move to SW I wanted to get "status" with them as soon as possible.

There may a few other reason but these are the ones I think are most significant.