You have lots of overhead costs for the union. Printers, computers, phones, paper, rental costs of union buildings, and the list goes on and on.
And let's not forget SkyWest sued Alpa about wearing lanyards during the last drive, and don't forget the case that brought in handwriting experts(those that know get it).
SkyWest pilots do not make as much as AirTran or UPS or even Frontier.
In-house SkyWest union would fail.