UY707,
Believe it or not if you book a Southwest flight close to departure date it can be very expensive.
What you've identified is called "Yield Management". A principle of the low cost ethos and one which British Airways has now adopted.
More popular an individual flight is the more expensive it becomes.
So although eJ wasn't the cheapest on this occasion it's probably because the flight is getting full.
In reply to your last statement, Southwest they certainly are!