Flight metasearch sites have contracts with airlines and OTAs for specific markets, so you're likely to see different inventory if you visit a Canadian site instead of a US site, for example. Seeing different prices on the same inventory is much less likely (disregarding taxes and exchange rates.)

Like others have said, Southwest inventory doesn't often appear on sites like Kayak because they want customers to book directly. That cuts out the commission to Kayak and conditions people to look for flights on southwest.com in the future.