Were you actually obligated to declare that there was a weapon in your CHECKED baggage?
From SouthWest Airlines website:
http://www.southwest.com/travel_center/guns.html
Guns
Customers are responsible for knowing and following the firearms laws of the state(s) that they will be traveling to, from, and through.
Our Customers must declare the gun to the Customer Service Agent at the ticket counter (no firearms will be accepted curbside) and prove that the firearm(s) chambers are free of ammunition and the magazine clip has been removed (when applicable). Paint guns and BB guns are considered the same as all other firearms.
Firearms must be encased in a hard-sided, LOCKED container that is of sufficient strength to withstand normal handling, as follows:
A firearm in a hard-sided, locked container may be placed inside a soft-sided, unlocked suitcase.
A firearm placed inside a hard-sided, locked suitcase does not have to be encased in a container manufactured for the transportation of firearms.
Only the Customer checking the luggage should retain the key or combination to the lock. No exceptions will be made.
The Customer is entitled to check sporting firearms in addition to his or her normal free baggage allowance. We allow multiple firearms to be transported inside one hard-sided case.
Southwest Airlines assumes no liability for the misalignment of sights on firearms, including those equipped with telescopic sights.
Firearms are never allowed in carryon luggage.
Ammunition
Small arms ammunition for personal use (provided it is properly packed) is permissible in checked baggage only.
The ammunition may be placed in the same container as the firearm and must be securely packed in cardboard (fiber), wood, or metal boxes, or other packaging specifically designed to carry small amounts of ammunition.
When checking ammunition, Customers are limited to 11 pounds gross weight (ammunition plus container) per person.
Magazines or clips containing ammunition must be securely packaged (placed in another small box or in a secure cutout in the carrying case, in order to protect the primer of the ammunition).
Make sure guns are unloaded and definitely never transport a gun in your carryon baggage!
Gunpowder (black powder) and primers or percussion caps are not allowed in checked or carryon baggage.
Loose ammunition or loose loaded magazines and/or clips are not allowed.