There are guys leaving SWA for DL and vice versa. There's guys leaving DL for UAL, AA.
General rule of thumb is go to the first place that hires you and if that's not where you really want to end up then keep the apps updated for where you'd really like to work.
Then there's some that'll never be happy. Give them a sack of money and they'll complain it's too heavy. Those guys will either make everyone miserable at work or be the ones jumping from airline to airline their whole career.
The job is what you make of it. CBA negotiations aside SWA is a great job and I've got no complaints.