Your right that One-world members probably have more options.. Sometimes the connections from Madrid can be as long as 6 to 8 hours, however. In those circumstances it might be wise to explore other options depending on where you llive and-fly
For example we live 70 miles from EWR. It is a UA hub, with a connecting flight ( star alliance) one can be in Bilbao by by 11:30 am.
Sometimes, I book a flight with a long layover on the way home. I dislike
departing SdC, changing planes, and then taking a long flight home. I don’t mind a morning flight out of SdC and then spend the rest of the day in a Munich, or Geneva. Some airlines will keep your luggage and put it through to your next day international flight.
In addition, I sometimes do Hack fares. I might buy a RT fare say to Dublin on UA and then an open Jaw ticket from Dublin to Spain or Munich and back to Dublin from wherever I plan to depart from. I always leave a day inbetween connecting flights so there is no issue with missing the transatlantic flight. Sometimes, we might spend 3 or 4 days around the Irish-countryside or the Bavarian or Austrian Alps before returning home.
The downside of hack fares is if you miss your transatlantic connection your not protected.
You have my utmost sympathy to have to use Newark NJ (EWR) as your home hub. I used to be a loyal UA flyer - I have Million Miler status with them. But, when they removed flights from Washington Dulles (IAD) to put them at EWR, that did it for me.
IAD has six runways, three of which are active at one time. EWR has two runways, only one of which can be used at one time, depending on the prevailing winds. EWR is like an aircraft carrier hemmed in on all sides by hazards.
UA took this decision for economic reasons. When Continental took over UA, they also took over the very long term, and very cheap lease on the entire Terminal C at EWR that Continental Airlines had negotiated with the Port Authority of NY - NJ in the 1980s. It did not matter that IAD was safer, had triple the active runways, was better situated, had far better facilities and great non-stop flights to most all world capitals - from our national capital.
I used to live 10-minutes by car/taxi from the check-in desk at IAD. The flight shift happened right around the time I moved to Florida from northern Virginia.
When I saw that, to go ANYWHERE, UA forced me to connect at EWR, I changed my loyalty to AA. Still not perfect, but having Miami (MIA) as a nearby intercontinental hub (one hour by car), and most of my required domestic connections through the much safer and better situated Charlotte, NC, was a HUGE improvement. I now use Iberia (a AA codeshare) to fly direct to MAD or elsewhere in Europe. Using an AA flight is a fallback, but the their fares are usually much high for the identical routing.
My point, I suppose, is that you have alternatives.
My most suggested idea is to depart from a US gateway airport where you can get a direct, non-stop flight to Madrid on Iberia. If you were starting a Camino in France or Portugal, I would recommend Air France direct to Paris or TAP, direct to Lisbon. These flights always operate - they need to operate.
The reason is that these national flag airlines MUST run at least one flight daily to rotate crews, and provide a critical link for mail and parcel delivery. Flights from New York (JFK) and IAD also have the caché of government couriers carrying diplomatic pouches from national capital to national capital, or from the UN.
Do not underestimate the weight of the government that partially subsidizes you influencing a decision to fly or not. This is the case with most all non-US flag carriers. We (the USG) usually stick our diplomatic couriers on most any flight headed in the right direction.
If you live in upstate NY or CT, consider flying to Boston (BOS) from your nearest airport. Catch a direct flight to Europe from there. If you live in PA, consider driving to Philadelphia (PHL) and taking a direct flight from there, or a domestic flight to a more favorable jumping off point.
For example, if I lived in western NJ, I might drive to Scranton or Allentown (ABE) and take a domestic flight to a major intercontinental hub that was NOT EWR. Be sure to make the connection on US soil to avoid difficult COVID regulations. If I lived in central or south-NJ, I would definitely use PHL instead of EWR.
I grew up in northern NJ, and EWR was my home airport for the first 26 years of my life, until I got the heck out of there, moving to Boston for school.
Hope this helps.
Tom