I actually don't have a problem with what Lillard's doing, yet. He's right up against the line of it being a problem, but has yet to actually cross it, IMO.
Refusing to play for a new team other than Miami, that's a problem.
Threatening to have season ending surgery unless he's traded to Miami, that's a problem.
But so far, Lillard's team has only said he he wants to play for Miami and he'd be unhappy anywhere else. Sure it's strongly implied that it might be a problem, putting him right up against that line, but until he's actually crossed it (refusing to report, being out of shape, giving less than max effort, etc.) it's not a problem in my book. He's just using the tools in his arsenal to get the situation he wants. Personally, I think he's bluffing, so that's a big reason why I don't have problem with it.
To me, this is very similar to a rookie refusing to work out for certain teams before the draft, or an agent calling teams and asking them not to draft his player, or when an RFA asks his team not to match his contract.
This is more like the pre-Lakers Anthony Davis situation. He didn't say he wouldn't play for a team that traded for him, just that he wouldn't re-sign with them.
Things that I think are worse for the league than what Lillard has done so far:
Harden reporting late to training camp, being out of shape, and not giving max effort to force himself out of Houston.
Possibly Ben Simmons holdout in Philly (though maybe he really did have back problems).
Kyrie saying he'd have season ending surgery to force the Cavs to trade him,
Vince Carter openly loafing his way through games in Toronto until he was traded.
Alonzo Mourning and Kenny Anderson refusing to report to Toronto when traded there.
Steve Francis pouting about being drafted by Vancouver and forcing a trade.
Scottie Pippen waiting to have surgery during the season because he was unhappy with his contract with the Bulls.
Danny Ferry going to Europe instead of reporting to the Clippers.