Yes, WN dropped the nonstops in early October. Yields were low, load factors were high. For example I did the flight in late Sept on a Wed (PHL-LAX). Flight was full, fares were on DING earlier in the week for $79 one way.
They still have direct service 2x /day I believe, and a number of flights with connections at MDW, LAS and PHX, but I guess US feels that's not worthy of matching the fares.