This may have been discussed when issues about the website come up but it's new to me. I had a RT booked ABQ-IAD-ABQ. After arriving into DC, I needed to change the return to a flight from BWI to ABQ, but the website would not allow me to change the departure city from IAD to BWI, even though the directions indicated I could do it. The space where the departure city is listed was in gray rather than white and would not allow any action.
I called WN and they offered to make the change, but their fare for the flight I wanted was much higher than the available web only fare. They said they only thing that could be done is that they would cancel the return flight and I could then use the funds to book a new reservation.
At least there is a solution.