Not if you think the other player is better than yours. I find Schroeder's combination of diminutive size and low AHL scoring stats problematic, though I have been pleasantly surprised by his play with the Canucks so far. I think the Canucks drafted him with offense in mind.
Thanks for their stats pages, but I'm already aware of them. You'll have to do a little more explaining to why you think Loktionov would be a clear upgrade over Schroeder though.
Schroeder's career NHL PPG: 0.286
Loktionov's career NHL PPG: 0.237
Small sample size for Schroeder sure, but to think someone from your own organization that you've drafted and developed doesn't deserve the chance to fill in for injuries over an underachieving player from another team who asked to be traded is poor asset management.
By the way, I don't think that Gillis could have acquired Loktionov at a reasonable cost anyway, so to me at least this is all moot.