I had a very similar situation. Denver based, less than an hour from the airport. Skywest previously, got hired by SWA, updated my app with SWA as my new employer and within a week had an interview offer from UAL. I started new hire training and was happy enough at SWA and passed on the interview with UAL.
Fast forward 9 months, I was tired of the SWA schedule and started wondering if I could fly that way as an old guy. I resubmitted my UAL app and long story short am now working at UAL.
For me personally, the thought of waiting to upgrade seven-ish years at SWA, working the wild AM or PM schedule and having no other options than to fly the guppy pushed me over. I have been happy at UAL, especially being in the Denver area. I was also working on the old SWA contract so of course things have gotten better over there recently.
No wrong answer, just depends on what you want.