I fly in and out of MCI reasonably often. The airport was designed with the local passenger in mind and in a time of light security. You can park within 100 yards of your gate, walk in and clear security in less than 30 minutes. It is less convenient for the non-KC passenger, but only slightly so.
The airport has completed over a few years a large reconstruction of the WN gate area to provide restrooms (yes, at one time you had to leave the secure area to use the restroom), dining options, and have connected several gates inside security so that one security check point serves many of the WN gates. It is a much improved airport.
If WN was a financial partner in these changes in their gate area, they should be screaming. Just at the time the gate area has been modernized mostly to WN's convenience, they are talking about a new terminal.
I suspect the real answer is that because MCI is a semi hub, they generate considerable revenue from the connecting passengers and the considerable number of WN flights. They have the cash that must be spent on airport projects and they will spend it.