He is a proven talent
Nothing is guaranteed in the NBA, and Markkanen has already shown his ability as an All-Star. The design of a typical NBA rebuild is to tear everything down, identify pieces to build around, and then determine the right supporting cast to open your championship window. Markkanen is that building block.
The Jazz don't have other major pieces to build around just yet, so trading Markkanen would restart their rebuild, extending the start of their potential window till nearly the end of the decade. Even if they were the worst team in the NBA next year without Markkanen, the lottery makes no promises on the top pick. Just ask the Detroit Pistons.