They are actually more expensive, which is why they do two things to fool their customers:

1. On their flight search page, it shows the prices on a per-leg basis. Every other airline shows round trip prices. That way, the initial result on Southwest looks great and it’s only when you get to the final payment page that you realize it’s actually twice as expensive as you thought.

2. They refuse to share their data with any of the third party flight search engines like Google Flights or Expedia. Again, so people don’t realize how expensive they actually are.