I've never thought of asking for compensation for a mechanical delay, although on carriers other than WN, if the delay was extensive or had implications for a connecting flight, I would always explore rerouting, even if that meant another carrier (not a possibility with a WN ticket).

As a 1K flyer, I once received an unsolicited $100 travel voucher from UA; the agent in the 1K room (remember those?) printed it out for me when I checked in for a flight saying the record showed I had been disserviced on a flight a couple of weeks earlier. I had no recall of such disservice on the flight she referenced, but I accepted the voucher nonetheless.

As to mechanicals: I always prefer them on the ground and if it causes a flight delay, I'll take that over a mechanical in the air anytime. That applies to any/all airlines.