Well to be completely accurate, it is his creator, Scott Adams, who flys Southwest Airlines--and he even blogs about it. Not only that, if you click here, you can decide if Scott actually flew with a major motion picture star. Prior to this flight, Scott encountered another celebrity on an earlier flight. (Beware, in the first link there is one word--just one--that, while it is far from being X-rated, it might offend a few.)
As to Dilbert, I can't go a day without reading it! I even know someone who looks just like the pointy-headed boss! but I am not saying who that might be. But, don't get me wrong, working at Southwest is probably the most un-Dilbert place I know. (Still, every once in a while...)