I think Southwest wanted to retain cominality with the rest of their B737 fleet. I belive that their B737-300s/500s also don't have VNAV and Autothrust also. Manual thrust all the way in Southwest Airlines!
I prosume that this saves the airline money. So they have their B737NG flight decks set up similar to the classics.
Air Europa, GOL and Kenya Airways are 3 of many airlines to go with the "Classic" B737NG EFIS layout. Albeit that there aircraft have VNAV and A/T!
Hope that could be of use from a aviation novice!
Cheers
BAe 146