Suggest you call (again) before today's departure time to cancel it so you aren't a no-show.

- Was the 24 hour delay the automatic rebooking or was that the best that the Chicago agent could find? We often find that the auto-rebooking process doesn't use the same criteria the passenger would and it is easy to rebook a better flight. Assume it was cancelled after you already started the first leg or they would have tried to reroute you from Los Cabos.
- Are you sure that they are only offering to refund the $5.60 tax and no reward points of the primary passenger?

You can ask when you are on the phone to cancel the second leg about reimbursement or a customer service voucher,. You can alternatively submit the reimbursement form or send an email to Customer Service. If there were no other options other than a 24 hour delay (not clear to me from your description), I'd say there is a chance that something may be provided unless weather was the cause (which is possible).