If the Bulls had done what you're suggesting they never would have been able to get Pippen. If the Lakes had done that they would have missed out on Magic. If GS had done that they would have missed out on Thompson. I'm not disagreeing with your initial principle. We're not a huge FA draw and we're going to have to give up something at some point and go all in, but it's premature to do that right now. Wemby's own comments to the media recently show that he has patience and is willing to wait. Maybe you should consider following his lead.
The answer to our problem is not to blow our metaphorical load to get Dame right now. If we do that we don't touch the finals, he is diminishing returns, in 4 years he's 36 and we're locked into $60 million his final year crippling our cap space, and just as Wemby is in full stride we'll be wheeling out the corpse of Dame time with no money to sign anyone else because of his money and the rookie max extension we give Wemby. That's not a position you want to be in.
The answer is to wait 2-3 years, get some quality lottery picks, use your draft capital to go after whatever disgruntled star wants out then, max out Wemby, get some quality rotation players, and run it with your dynamic duo, quality veterans, and solid lottery picks on rookie scale contracts.