Did you ever make it to MDW?? With NW's weather waiver, I believe they were refunding nonrefundable tickets for people who were inconvenienced-- and I'd say your return flight (on a NW partner, no less), especially if posted to your NW account, would prove you were among the inconvenienced masses.
Granted, being in the same clothes, you probably weren't prepared to go to MDW...

but you could have likely asked CO to reroute you from EWR directly to MDW instead of to MSP.
Glad you got back safely. My MR that weekend was the opposite: I flew AMS to MSP to DCA and got stuck in MSP for a few days-- but no worries: I stayed with my family there.