Well they probably didn't know they had a gear problem until they took off and tried to retract it, but on a 25 minute flight like that, I too would rather continue to destination (back to a hub) where there are better crash, fire and rescue options and a maintenance base with of course longer runways that aren't on the side of a mountain.

Then again, you have the weather issue. I wasn't there so I can't say "Oh I'd do this, and then this..." blah blah blah.

I know our ORD-SBN flight that had the gear problem returned to ORD since it's such a short flight and they had to burn the gas off.

Does that help?