That's a bummer that your bag got misplaced on the way back. Since I work for SWA I would love to blame it on the TSA holding up your bag, but its a simple fact that SWA handles more bags than any other carrier and being perfect is a little bit of an unrealistic expectation.
I would LOVE to be able to fly with my rifles, but with the benefit of free flights comes an agreement that my luggage is not insured. So if my company were to permanently lose my stuff, I am just out of luck. So if I decide to fly with a rifle its going to be when I am a paying customer like everyone else.
They did deliver your luggage to you directly correct?
Yes. Delivered to my house the next day.
I really have no problem with SWA. They are by far my airline of preference. If anything, I really think TSA sat on my rifle to ensure it did not make my flight just to screw with me.