I have a flight today so I tested this. The phone agent was unable to change my destination to a coterminal airport without an upcharge.
No sweat though. I book so far ahead that almost every reservation experiences a schedule change, including this one. Coterminal changes are allowed for schedule changes.
Do you mind sharing which airport that was? Based on my reading of the terms, Midway/O'hare, the two airports in Houston, Washington Dulles/Reagan should be considered the same city but the California co-termianls (SFO/OAK/SJC and LAX/BUR/LGB/SNA) wouldn't work so it would be good to have some data points of this.
And another question for anyone who may know: If you have a layover, could you use this benefit to change one leg? Often, Southwest only allows you to book a super short layover but using same day change, would it be possible to turn that into a longer stay at the layover city?