Dispatchers will sometimes add (or flight crews will request) additional fuel close to departure time due to rapidly changing weather or air traffic control conditions. The extra fuel is required in case of long holds in the air or diversions. In these rare cases, passengers on board must be removed due to the weight of the additional fuel. Given the weather on the east coast the last two days, I suspect this might be the reason passengers were removed. On the bright side, you can be happy that you are flying on Southwest with Boeing 737s! The "legacy" carriers tend to use smaller Regional Jets to markets like Buffalo and Baltimore. These Regional Jets are often weight-restricted and many times cannot carry a full load of passengers.
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