Warriors say no. If they said yes, every pick Suns would trade would have to go to the Warriors, and the Suns would want Harrison Barnes as well. Just don't see them trading Lee & Barnes only for Pau Gasol.
Suns are already worried about salaries. Adding Lee, then having to pay Bledsoe max pretty much puts a ceiling on the Suns growth as a team. Which if they said yes would mean they want Harrison Barnes.
One the other hand, if the Warriors thought long term and folded in this season (kind of), it would guarantee who they would get in Free Agency this year. They'll be unbeatable for years, and the Lakers will be a perennial 3rd Place Team in the Pacific for a while. Let's say they take that trade. Let Jordan Crawford, Kent Bazmore walk. Trade Speights for a weak expiring this year. Trade out of this years draft completely (i.e. any picks from Phoenix be future compensation). They'll have Steph Curry, Klay Thompson, Andre Iguodala, Andrew Bogut, $16mil in cap space, and a bunch of picks in the future. Could get all the way up to about $20million if they just unload all of the other players for Expirings (Ezeli, Nedovic, Kuzic, Green)