The Sox are bad again, so let's begin a discussion of trade options in a familiar place of the most unrealistic and extreme point of debate: trading the most valuable member of the franchise!
What's a realistic return for Chris Sale? What's good value in exchange for arguably best pitcher in baseball, 26 years-old, both proven and young enough to build around, under team control through 2019? Two above-average offensive starters, or A-level MLB ready prospects, plus a B-level prospect, and a lottery ticket or two? More? Given the Sox state of affairs, they would want this almost entirely on offense. Who has this kind of depth? Let alone enough to pull this off mid-season? The Dodgers? The Gas House Gorillas?
Generally speaking, you trade what you think you can reasonably replace. A power-hitting first baseman (Abreu), an affordable 2/3 starter (Quintana), are both valuable players, but it's feasible enough to acquire and develop new ones. Sale, a top-3 MLB pitcher in his prime under possibly the most team-friendly deal in baseball through the end of the decade is not duplicated. This is not meant to be a love letter to him; the Sox, for all their turning dimes into quarters, can't just reel off aces with pure alchemy.
Lack of depth is a perennial issue for the Sox, but selling on Sale invokes the typical fallacy for selling an elite player. Replacing say, a 7-WAR player with even a couple 4's, a 2, and a 1, is still spreading the return over too many spots to provide any real gained value. It's a solid return when the alternative is draft picks, because you have to deal your ace anyway but the Sox....don't.
Sale isn't burning a hole in their pocket. He's not an albatross keeping them from taking on money (if such a thing exists given MLB profits) and he's not running out of steam. If anything he's a step-ladder, reducing how much they ever have to build up their offense to compete. And this is a good point too:
Yeah, go ahead and trade Sale for a bunch of bats you can't develop and just start updating your Indeed profile while you're at it. Keeping Sale up, operational, and aimed at helpless hitters is one of the few thing this organization is doing right. Fencing it to throw resources at what they're bad is nothing if not confident, but doesn't have the certainty for gained valued that you look for in what would obviously be the most important trade in franchise history.
No, you never say "never" for trading any player, but you certainly acknowledge all the ways it could be an unmitigated and unnecessary disaster.