I'd let the $15-20 bottle of wine go. Southwest has zero obligation to you. Although I do NOT see anywhere in the rules that you have to declare it when checking the bag, it needs to be in spill proof packaging designed to contain the entire contents if the glass is broken.

Even if TSA or baggage handlers were responsible for the breakage, maybe they heard bottles clanking around and were able to quickly take the leaking one out before any of the contents escaped the spill resistant packaging in to your bag.

-Alcohol (wine and liquor) in checked baggage must be securely packaged in a leak-proof bag with adequate professional packaging designed to fit the proportions of the bottle to prevent breakage.

-Alcohol (wine and liquor) accepted as checked baggage must be contained within a corrugated box secured with sealing tape. The contents must be packaged in a leak-proof bag with professional packaging designed to fit the proportions of the bottle to prevent breakage.

-Southwest Airlines does not accept liability for breakage of liquids or fragile items in checked luggage even if transported in special packaging purchased from Southwest Airlines.

-Professional packaging by alcohol and wine suppliers (e.g., cruise lines, wineries, duty-free shops) is acceptable as long as the contents have adequate cushioning and the packaging prevents leakage.