I guess one would need to accept your premise that McHale purposefully acted against his team's best interest to consciously favor the Celtics over the Lakers. The underlying presumption is that the Lakers had a better deal on the table but McHale's allegiance to the Celtics (rather than the Wolves), and/or his disdain for the Lakers, took precedence.
I don't buy the premise.
Oh, and all things being equal (as in, Lakers offered a deal that was deemed completely equal to the Celtics offer), most teams would opt to deal outside of their own conference.