Reasons to get a direct flight home from an Int'l destination

We always fly home direct from Mexico, but the only direct flights are on Saturdays, and we wanted to come home on Thursday. So I decided flying through Den wouldn't be bad. Worse case scenario we would miss our flight & spend the night with mom and dad.
After our peaceful sunrise morning and packing & one last breakfast, and one last lunch and one last walk on the beach our shuttle service arranged for us to leave at 1:15 for our 4:40 flight. This is so early, I'm sure they're in cahoots with the CUN airport restaurants and shops. Once we got to the airport our flight was an hour late due to bad weather in Den. So we found a nice spot in Margarittaville and got on the WiFi and played on the computer and ate chips & guacamole. We had a nice flight, but knew we only had 1 hour and 20 min to catch our flight home from DEN to SLC.
Once our plane landed we ran to customs. I swear this was at least a mile. We were the first ones there, then we had to wait for our luggage to re check it. Got our luggage and we were told we missed our flight. So we're negotiating if Frontier was paying for a hotel or a taxi ride to Grandma's and thinking that would be nice to. . Just as our adrenaline had calmed down they hollered for us and said our plane was late and there was a chance we could still make it if we ran, do not stop anywhere, just run. So we took off again. The plan was to change in Den out of my skirt, tank top and flip flops and we didn't have time. Did I mention it was 10 degrees in DEN? So we ran from one side of the DEN airport to the other (I think this was 1.5 miles) in flip flops to go through security again, hop the train and find our gate. We made it just as the last people were boarding. We had to pee, but no time for that. We got on the plane took a breath, looked around and it was the same plane we had just rode in from CUN to DEN, only it was moved to this gate. Couldn't we have just stayed on???  After all that, our plane sat there for another hour due to problems with luggage and people missing flights. We finally got home a little after one am. Happy to be sleeping in our own beds. Another lesson learned.