By the same token, we had the same choice with Chandler a few years back and blew it. The Heat could have thrown in the towel on Wade after the injury-riddled start to his career (he had seasons of 61, 75, 75, 51 and 50 games). The sword cuts both ways, and people would be burying Demps the same way Bower got buried for letting Chandler go.
Not saying you have no point here; I get the feeling the Hornets probably ruffled his feathers in the way they handled him ... and purely speculating, I bet it had to do with exactly how "injured" he was last year, and the ensuing failure to max him out after whatever they agreed mutually to do that season.
But I disagree with the notion that you always err on the cautious side. Gordon is the type of player you take the risk on, a legitimate go-to player and upper tier talent. If it doesn't work out (and early returns aren't promising), then so be it; but you'll have a hard time luring a player of that caliber regardless - just ask Dallas these days.