Almost no one is saying Lehner is a risk (except those who are worried about injury, but whatever).
If you win a 2014 Lexus, do you sell your 2010 Lexus right away? No, you wait until you get the right offer. If it takes 2 months to get that right offer, you wait it out.
Anderson's best value this year will be at the trade deadline (or close to it, if a few teams want to get a jump on the good players). Unless someone approaches you before then with a great offer, there's no reason to move him right now. Don't force a trade when you don't have to make one, as the worst trades are ones you're forced to make.
I'm not saying not to trade him right now if the right offer comes along, but you don't trade him right now just because Lehner is playing well.