Go down to the hotel and do the interview there (unless it's easier for you to go to DFW), from the email I got it sounds like they're doing full up interviews (minus the sim and partial medical i guess). What's the worst that could happen? They could offer you a job?
It's a good way to let your resume standout from the rest of the crowd and allows the powers that be to make a decision on the person sitting across the table from them and not just on a stack of resumes.
IMO, interview experience is ALWAYS worth it, be with McDonald's, AE or FedEX, time sitting in the hot seat answering pointed questions is twice as valuable as logging actual IMC, night multi-engine turbine pic time.

GW