The only downside to Southwest from MSP to MBJ will be connecting through Midway if there is bad weather.
$500 with a stop but no bag fees is a good deal. $600+ you might as well go direct on Delta or Sun Country.
Ditto what Captain said on the check-in on Southwest. I didn't do that and I got to board with the last group on each flight to Detroit (through Midway). Not a real fun experience. Plus virtually everyone in the C group has to check their carry-on.