I hate E-tickets on most any other carrier, but on Southwest it doesn't help you in the slightest to have a paper ticket.

Southwest does not have a ticketing agreement with any other airline. If you encounter delays, canceled flights, etc., Southwest's only obligation to you is to reroute you on one of their own flights, not on anyone else's.

I wouldn't be concerned about this limitation though. Southwest is dependable and was the first back in the air with almost a full schedule since the attacks.