It really wouldn't be fair if he decided to go play in Cleveland for nothing after getting bought out for the majority of his contract.
I wish the NBA would change the buy-out rules to work similarly as when a player is waived. If so, other teams with cap space could bid on Wade and he would be forced to go to the highest bidder.
I suppose Chicago could just waive him and 'stick it to him', but as KG's Knee mentioned, that probably doesn't help with the signing of potential future FAs. If Wade plays hardball with the buy-out, then it may an option for them, though.
Still, it doesn't hurt to have Wade around, as long as he isn't a total jerk. He will help bring fans to the stadium and that is important when they are clearly going with the youth movement. I think he stays.