It was a good risk for the Thunder because they still need to convince Westbrook to stay long term. If they hadn't made a dramatic gesture in adding another star, Westbrook would probably wonder what the point in sticking around was. Also, it didn't cost much in terms of assets.
OKC is not a great market and they needed to do something bold to acquire a star. Frankly, I think they were a little fortunate Indiana chose their offer, but I think Pritchard had a mandate from ownership to not do a full rebuild. That means they needed veteran players signed long-term (so they wouldn't just leave) coming back.
Also, OKC is in the West and despite the presence of Westbrook is probably not going to become a superpower, meaning it was a relatively "safe" place to trade him.
By the way, I don't think there's any way he stays in OKC, no matter what he says publicly.