As a loyal DL Flyer, I experienced the same feeling when making plans for LAX/LAS a few months ago. I could have gone with DL via SLC and it would have been about an 8 hour trip via RJ's. Instead, I took a 37 minute flt on AA. I did feel that I was (almost) committing adultery. I lost about 1K DL miles but gained 7 hours at the Wynn.