@lynnghms I am not sure you will get an answer here since this is a customer community. There are many reasons any airline considers when choosing where to fly: demand, airport gate availability, profitability, etc. Knowing Southwest's general favor for secondary airports, I can't imagine they would fly into both Cancun and Cozumel, but that is just my own opinion.
It might be worth reaching out to Southwest directly via the Contact Us link below to provide your feedback/suggestion to fly to Cozumel.
In the meantime, you can find alternative ways to travel from Cancun to Cozumel here and here.
Hope that helps!
-A List Preferred, Companion Pass holder, Community Champion.