We're 29th in the league because we can't score goals, not because we can't prevent them. Trading away our best PP QB and leading defenseman scorer is not going to help. Even in the future, only Rielly will be better than him offensively.
Defense-men take a long time to develop. Big able to play top 4 in the NHL usually takes 4+ years. We're counting on Rielly improving, and maybe one trade/FA addition. If we trade Dion, then we need to replace him with a free agent (two trades for top 4 defensemen is too rare and would cost too much). So then we're looking at worse defensemen, like Sekera or Petry, for nearly the same cap hit, or an equivalent defenseman who costs even more (and those never actually hit FA). We need to get back at least the difference in quality between Dion and a FA replacement if we trade him.
Plus, we have a very healthy cap going forward, so we need to focus more on quality than efficiency of players.