I have status on both WN and DL. Nearly all of my DL flights connect through SLC and I use the SLC SkyClub (SC) all the time. I originally paid $300 for a year's membership at the Delta SCs, and got a free 12 month extension when I made Diamond. I consider the $300 to have been a very good investment.
I would welcome and pay for a WN club at my WN 'home' airport, LAS.