Thanks for all of the replies.
The last PHX-SDF evening flight is actually nonstop and doesn't go through STL.
I have spoken to two general reservation agents and the Dallas customer service representative, who put me on hold while she spoke to revenue management. The person in revenue management apparently insisted that it wasn't a mistake.
The 2:30 LAX-PHX is the last flight out of LA for a tremendous number of midwest and east coast cities that involve a connecting flight. I am still thinking they are telling SDF fliers they must find a way to get to SNA at 3:30 in order to free up seats on the 2:30 LAX for higher-fare passengers.
I wouldn't be as troubled if they would enhance their reservation system to treat SDF-LAX & SNA-SDF as a roundtrip. Most of my long distance WN travel is using Rapid Reward vouchers, so if they continue to build the itenerary for me I won't be hurt. I may still write a letter to the Dallas headquarters just in case it is a mistake after all.