It's easier to put up good numbers on a bad team, and Pau can't do for the Heat what the Bosh does. Stretching the floor, pulling bigs out of the paint, playing good enough defense to the perimeter, scoring in the clutch, forcing the other team to play small when he's the 5, and his quickness. How he fits into the tempo of their play and lets them get away with basically running out 3 guards and 2 SFs at times.
Bosh the Heat's most important player. Replace him with Pau, you change the tempo, you change rotations, you eliminate their versatility.
If you told me they could have both, that'd be interesting. But just one, you keep Bosh. Wade, though...