In a practical sense, I'd expect if a flight is cancelled or seriously delayed on BWI-MDW, there will be another one more likely with seats open, since there is greater frequency on the route than PHL-MDW. If a nonstop is not available, Southwest will put one on BWI-CMH-MDW, or maybe even DCA-MDW since Southwest views BWI and DCA as co-terminal airports. Out of PHL, WN might have fewer options and might have to accomodate the pax a day later. I'd think about IRROPS like that on BWI-West Coast (over PHL-West Coast) on Southwest during a snowstorm month like January, than to just Chicago in the Fall.

With AA, it's a different case out of PHL, since it's hub-hub for AA.