Autopilots do not disconnect at 4000' AGL. Some companies have policies regarding autopilot use in certain regimes (required in RVSM, generally required for most approaches, can't engage below 400' on departure, etc), but I very much doubt anyone indicated that their autopilot disengages at 4000.'
SWA, like all operators, wants their crews using the automation, including on the approaches. They may be doing a Cat I approach, disengaging the autopilot at 200', but that's a far cry from 4000' AGL.
Crews usually have some discretion to hand-fly the approach, and some of us do like to hand fly when we can, but I'v never seen any requirement to disconnect the autopilot at 4000', or any system that automatically disengages at such an arbitrary altitude. Given that radio altimeters don't start reading until 2,500' and approaches can be conducted to fields with varying terrain around them, at what point would they establish 4000' AGL anyway? Airline operations don't reference that, except for minimums on the approach.