If you redeemed points for the flight as your subject implies then you don't even have to cancel the flight to get a refund. No showing for a points flight will result in the points being refunded back to you.
https://www.southwest.com/help/rapid-rewards/rapid-rewards-redeeming-points
What happens to my points if I don't complete the flight I originally booked for reward travel?
When traveling on points the ticket will be redeemed based on the one-way segment that was flown (origin-destination), and any remaining unused points for additional one-way segments will be returned to your account. Please allow up to four days for any unused points to post back to the original account.
--TheMiddleSeat
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