March is still over 8 months away so I would be in absolutely no hurry to book anything. Looking at a few random dates in March though, the DFW-MAD nonstop prices out the same as other connecting options, so I would certainly sit on this one for a while in hopes that the nonstop pricing would come back down for a 3/22 departure.
That said, agree with everyone else that DFW-MIA-MAD is better than JFK-MAD