Quite common under WN's updated contract.

This is not simply a change in the algorithm, but in WN's published policy to which OP agreed. It expressly prohibits the practice OP has engaged in and will auto-cancel. This is in line with the policy of every other carrier and is entirely reasonable as others looking for a reservation can't get one and then book on some other carrier and WN has lost the business.

What OP did was exactly what the policy is intended to prohibit. There may be some situations where a passenger would want the two one-ways a day apart because he was either flying another carrier or driving back between. One would then call WN and make certain that those facts are known.

"Prohibition on Multiple/Conflicting Reservations. To promote seat availability for our Customers, Southwest prohibits multiple reservations for the same Passenger departing from the same city on the same date, or any multiple reservations containing conflicting or overlapping itineraries (such as departures for the same Customer from multiple cities at the same time). Furthermore, without advance notice to the Passenger or purchaser, Southwest may cancel such reservations, or any other reservations that it believes, in its sole discretion, were made without intent to travel."