Here is a link to the flight. They were at FL410 flying from San Jose to LAX. Pilot was probably talking to the other pilot in the cockpit who did not have his mic keyed, so you only heard one side of the conversation. Someone on the freq (atc or another pilot) will probably inform SWA management.
Open Mic... Every pilot / air traffic controller / dispatcher / public safety worker's worst nightmare! Also, this would not be the first time Southwest pilots have gotten into trouble for open mic rants. I won't post the link since it's NSFW, but there was a very famous incident back in 2011...