First of all, none of your times add up.

If you arrived 28 minutes late for a 41 minute connection, then you arrived at terminal C 13 minutes prior to the IAD-HPN scheduled departure. You couldn't possibly have seen the plane leave terminal G at least 15 min. EARLY. It took you at least 10 minutes to chnage terminals and so you naturally arrived right as the flight was departing on-time.

Now, as for compensation, they could have put you up for the night and perhaps offered to do so. It sounds like you didn't want that and requested instead to be taken to LGA. Why would they owe you further compensation?

If you do call or write to customer service, I'll tell you that you'll get nowhere with the idea that they should have held the HPN flight for you. They don't compound late arrivals by making other flights late except in extreme circumstances (mostly international).

I can't for a moment imagine LGA without cabs at any time of the day or night, so that probably was an option, but I don't know the legalities of city cabs taking you to suburban destinations, etc.