Pre borders are not allowed to sit in exit row seats. This is one policy that I've seen enforced strictly. What likely happened on your flight is that through passengers took the seats you desired. On Southwest, flights are often a continuation of a previous flight, and as such include connecting passengers. When you purchase Upgraded Boarding, you can inquire if the flight is a continuing one. I'm not sure if the through passenger count would be available to the gate agent, but it's worth inquiring.
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