As someone who frequently deals with security issues on internet facing resources, and has done geo blocking before to deflect denial of service and other attacks, that is almost certainly what Southwest is doing. The explanation given by a social media team has little to do with actual motivation. It's to cut down fraud and DoS risk. Because of that, there's no real value in customizing the error message. If someone needs clarification they'll contact another way, as you have.

Your workaround is to use a US VPN service. There are many and they are inexpensive (some only a couple dollars for a month service).