What's in it for the Cavs? Iggy is a terrible contract, and Klay is a one-year rental. If they get every second first round pick the Warriors have the next decade or so, perhaps.
If you are the Cavs would you rather lose Lebron or get something back for him? I could see Gilbert being petty enough just to lose him rather than trade him to the Warriors, but as a franchise the latter is much smarter.