I've gotten it too when entering one of the Starbucks locations I have set to favorites. I think it's similar to location services notifications you would get when in proximity.
On the lock screen you should see a small icon of said app (on the bottom right) whenever location services detects you are in proximity (in this case Southwest). I think it will basically allow for a Handoff and take you right to the app from the multitask screen in case you missed it on the lock screen, but since it's beta it's kind of glitchy.
But don't worry, we've gotten it too!

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