If I were to return to the main rental car facility that has the tram to the terminal, just what is the transportation between that facility and Humphrey?

Seems it'd be easier to just return the car to the other rental facility at Humphrey but the other answers here sound like the car companies frown upon that..My reservation is at the main terminal so I wouldn't have any problem picking it up...it's the return that's the problem..so I should just not say anything & act dumb when returning to the different terminal? (It's not like I'm renting at ORD and then returning to MDW...it's the same stinkin' airport...)

I don't think I've ever come across an airport that has a separate rental car facility for Southwest...St. Louis rental car shuttles just drive to both terminals to service Southwest..