We have flown Cayman Air from Chicago but they do not consistently offer flights from ORD to GCM - mostly during the high season - so we are often stuck flying American or United. The pricing was always similar and we preferred CAL when available for the free luggage, food, and rum punch - but now I guess it's all the same so pricing and availability will be the only criteria.
We have already booked flights for our fall vacation. We are flying AA from ORD to Charlotte to GCM on the way down and United direct from GCM to ORD on the way home, because a direct UA flight was not available for the trip down. So we will be paying the luggage fees and savoring the yummy pretzels and soft drink options during our flights!
Of course we fly CAL over to the sister islands from GCM and that can be a bit of an adventure but the announcement indicates that domestic luggage fees have not changed. You are allowed 55 lbs. (total, all bags) and may be charged for extra weight, including carry-ons because they may have to be checked if you fly the tiny twin otters - and you must fly the twin otters to Little Cayman. On our trip to LC last fall, I overheard a guy on our flight back being charged $90 for overweight luggage because he had a lot of camera equipment.
And don't count on all your luggage arriving with you when you travel to the sister islands, especially LC because they get fewer, smaller flights. Last year the bag with our clothes didn't arrive until the next evening but happily all our scuba gear came in on our flight. I am used to the nuances of flying to Brac and Little and so I had shoved medications, toothbrushes, sunscreen, swimsuits, clean underwear, and a few other necessities into a large purse that I was able to carry-on and squeeze under the tiny seat in front of me.
The staff at LCBR kindly offered to wash our outer clothes so we had something clean while we were waiting for our bag. Another couple that were on the same flight got their clothes but not their scuba gear, but the dive shop loaned them gear for the first day at no charge. So it all worked out, but it can be a bit challenging!