I just did an example flight search to fly later this week (Jan 24-30 round trip) from SLC to OAK, a route that both DL and WN fly direct. Kayak shows me fares from $492 on US and B6 changing planes in Phoenix or Long Beach (doubling distance and quintupling flight time) and direct flights from $532 on DL.
Kayak doesn't show me any WN prices in the USA, but might have some sort of pilot program or contract to show them outside the USA. Iflyswa.com shows direct flights from $526.
Meanwhile ITA Matrix (matrix.itasoftware.com, made with secret alien technology [0]) shows flights on US for $318 which violate the rules for domestic connection times and cannot be booked. It's strange that those flights are shown since Matrix is usually very reliable.
Going directly to US's website reveals fares of $440 for flights with a connection in Phoenix.
So what's the lesson here? Check the WN site directly instead of depending on search sites. Check both ITA Matrix and Kayak if you're depending on search sites; they don't have the same flights listed. Sometimes you need to check individual airline websites even though it's a pain because they have better flights and prices than search sites have; there's no reliable way to know when that's the case.