I've never heard of that happening. You should be OK.
If you want to do extra work, book a dummy return for your RT. Phone Southwest to cancel only the return portion leaving you that value in ticketless funds. Apply the funds to your next reservation. At the end of booking all your trips you will have a return's worth of ticketless funds left over.
Right, makes sense as a back up. The orphan return would be 40% plus the MDW premium more expensive., so I hope it doesn't come to that.