Joe Starkey answers the question for the Trib-Review. The Rockies asked for Mike Gonzalez straight up, Starkey reports, and David Littlefield never returned their call. This more or less confirms what I suspected, which is that Littlefield did not want Shealy. The fans wanted Shealy, and the Pirates were happy to string them along to keep their attention. (Today's Denver Post article also confirms that the Rockies waited until the deadline not for the Pirates to match the Royals' lame offer, but for the Red Sox to decide on a deal involving Coco Crisp.) The Pirates were not serious about adding this player.
I'd guess that the "problem" with Shealy, in Littlefield's eyes, is that, like Aramis Ramirez and Chris Shelton, Shealy's defense is not good enough for our groundball pitchers.
Gonzalez straight up for a young hitter of Shealy's ability, with no service time, would have been more than fair. It's a trade the Pirates should have made, not just because they need a first baseman, but also because they need to break from worn, stubborn circle of that Proven Loser logic which has brought them to where they are today in the standings. Littlefield is not very good at being a GM. I see no reason to expect that he will learn from his mistakes. And the ownership group has given me no reason to believe they would know how to go about finding and hiring a new GM.
The fate of the team lies with the young players we have now in the system. We've seen how Littlefield pursues the addition of talent by trade and by free agency, and we've seen how he fails to learn from his mistakes. He has his way, and he's sticking to it. Nevermind that time has shown it's a Proven Loser way. Players will come and go, but if the Pirates get good ones of the kind they need most, it will be as much the result of luck as it is the result of planning. In other words, it's up to the young players we have now, and there's no reason to expect that help is on the way.