I love Millsap and would hate to trade him but here's the thing. If we went to trade him for say a 1st rounder, we'd net something like the 10th pick. If we traded Westbrook for the same, we'd net something like the 3rd pick. In your typical drafts of course. Westbrook has far greater value. And he's the type of asset that could later be parlayed into Rondo or another such point guard. I'm not saying that it's a no brainer that we should do it but I would lean that way.
Westbrook as an asset is the only reason I'd trade for him. However, if he looks worse on the Jazz then he's no longer that asset and you've pissed away something you probably should've just kept in the process.