It's due to the so-called "Larry Bird" rule. Basically how it works is if you are with a team for more then 3 years, then upon free agency the team you play for can sign you even if they are over the salary cap, which the mavs are, but it has to be for a certain amount of years. If they trade him, he loses his Larry Bird rights. This is vey important because he wants the mavs to sign and trade him at the end of the season, and that would be the only way he could get a long-term deal because every team is over the cap. He is 30 and this free agency would most likely be his last, so he wants to get a long term deal via sign and trade.
When teams trade players, they expect the players to understand that "it's nothing personal, it's just business," but apparently the reciprocal isn't true.