Well that's exactly why the Bucks are unlikely to deal Henson now. He's been named the starter. He is talented and he is CHEAP against the salary cap.
I think Sanders is expendable for the Bucks as long as they get a decent return. We might have to eat Ilyasova's contract to gain Sanders, but problem is we really don't have the cap space to absorb TWO big cap value deals like that.
I'm not sure how we'd even get Sanders unless we trade a bunch of 1 year expiring deals and a draft pick or two. If Henson shows himself to be the clear cut starter during preseason, I think we have a chance at Sanders.
Then again as others have mentioned there is the danger of the 'Vin Baker' factor. I honestly don't know if the risk is worth it, but I love the elite defense Sanders would bring to the 5 position for the Celtics.