The connection between an air traffic hub and a regional airport is often the most expensive part of air travel because these fares are seldom discounted, so you always pay full fare for the segment. "Regional" does not mean just small airports like Jackson Hole, it now also includes some pretty big places like Tulsa, Billings, Milwaukee, DesMoines, Indianapolis. And what is a hub for one carrier may be a regional for another, Detroit, Memphis and Minneapolis being examples.
Look at what is going on at both ends. Most of my family scattered through southern Michigan drives to Detroit for Delta flights, to Chicago for United or American. I can cut my airfare in half to most places in the U.S. (unless Southwest has service) by driving to Dallas to start the trip, rather than flying out of Tulsa. I suspect the best transportation bargain for N Texas to Yellowstone would be a non-refundable advance purchase from Dallas to Salt Lake City, taking a rental from SLC.