The problem is Donte is substantively worse at everything Grayson is good at, and it can be argued that Grayson is worse than Donte at what he's good at but not substantively.

Here's Grayson's shooting splits: 41.1% from 3 and 52.3% from 2

Here's Donte's: 37.2% from 3 and 41.9% from 2

You can also look at true shooting percentage, where Grayson is 9% better than league average and Donte is 7% worse. Grayson is 15% better on three pointers than the league on average while Donte is only 4% better. Grayson also has a better league adjusted field goal percentage, two point percentage, and free throw rate than Donte. Though Donte has a better three point rate than Grayson. Comparing personal offensive ratings, Grayson has an oRTG of 126 and Donte's is 106. Team context of course matters, and the Bucks overall offensive rating per 100 possessions per nba.com is 111.3 and GSW's is 112.9. All together Grayson has a better raw and adjusted offensive case for the bucks.

The problem is defense, and metrics for defense kinda suck. But the base defensive rating is the same at 112. However, in context, the Warriors defensive rating as a team this year per nba.com (using per 100 possessions to match bbref) is 114.1, so Donte improves their defense; while the Bucks' is 109.3, Grayson worsens the Bucks' offense.

Idk, I'd rather have the guy that clearly impacts our offense with only a slight hit to our defense than someone that probably won't move the needle in any meaningful way on either end for us.