True, the majority of people probably want the non-stop flight, but I also know a lot of people who transfer at US airports (for reasons other than mileage running) when the price is cheaper than the non-stop. These people either fly via DEN or SFO using AC/codeshare. There are also other airlines such as Delta and Alaska that fly people between Western Canada and LAS on non-stop routings.

I think the number of passengers who use a connection to get to LAS is probably quite a bit higher than what you might think.