It's only stupid when it doesn't work.
As much as I chagrin Amonte for Noonan + Matteau, Doug Weight for Tikkanen, and Marchant for MacTavish those trades led to a cup.
Conversely, we have the doomed post-cup years where Nordstrom and Ian Laperriere get sent for a too old Jari Kurri, Zubov + Nedved for Robitaille + Samuelsson
Raantanen for Necas and then for Stankoven.
Dallas traded Iginla for Nieuwendyk. Cup
Shannahan for Chris Pronger. Cups. Multiple.
It's not extremely stupid. It's extremely risky. The risk varies depending on the price you pay.
And my original point is if your team isn't even in a window, renting an all-star player is probably not a great idea.