Miami's offensive explosion in Game 5 grabbed the headlines, but in reality the main reason the Heat won and the Thunder lost was OKC's offense floundered in the face of the perimeter pressure from Miami's defense.
The Thunder don't necessarily need an overhaul or an upgrade in bigmen. They have Perkins - one of the best lowpost defenders in the league. They have Ibaka - one of the best shotblockers in the league and they have Collison - one of the best glue-guys in the league. Their interior play wasn't an issue in the LA or San Antonio series. They lack a low-post scorer but that should come from Durant (not in a back-to-the-basket game but from an ability to catch the ball, face-up and iso from the elbow or from 15-feet out on the wing and attack - a la Dirk, LeBron, ect). I'm sure they would like Favors (who wouldn't?) or even Kanter since both guys have tons of potential and are playing on rookie contracts - but the reality of the situation is neither Millsap or Jefferson are the pieces who will get OKC "over the hump." That has to come from within, in the ability of Scott Brooks to get Durant the ball somewhere inside of 23-feet, in the ability of Westbrook to maximize both his effectivenness and Durant's, and in Durant's ability to match the level of competitive greatness that LeBron has now reached.
It wouldn't be suprising if the Thunder look to move Harden or Ibaka - but it primarily because they don't want to pay them big money. Their core can definitely win a championship. They don't need to blow it up, they just need some hardening and toughness that all the previous champions gained from failing on the game's biggest stage.