Dont compare Shevas sale to the sale of any other player at any other club.
Milan didnt want to sell him based on how good he was and how much he is loved by the fans. Sheva asked Silvio & Gallani if he could go, and put across some very personal reasons as to why he wants to go. So they let him.
Milan v.rarely sell their star players, and as has been said in press releases since, the Sheva sale was a one off that wouldnt be happening again.
Its different with Kaka, hes an excellent player, but he doesnt have the stature at the club that Sheva did. The president & vice-president of the club are not family memory and/or great friends like they were with Sheva.
If he said he wanted to leave, his choice of leaving or not would not be upto him. Fact. And he knows that if Milan dont want to sell, then he's gona do more good for himself playing on the field than sitting on the bench. Short of some rediculus offer coming in for him, Milan simply wouldnt sell him.
And while your right, that few clubs could afford to sit a player on the bench, Kaka is at the age now that if he spent significant amount of time on the bench, that his rep would go down, interest in him would go down, and thus money offered for him would go down. He would have to play and play well for the good of his career.