I don't see why McMillan can't experiment with the fast break in the first 3 quarters against the worst teams like Sacramento. If it puts us way behind, he can revert to the usual in the 4th quarter, ball control with Roy controlling.
I think the reason is that McMillan just doesn't have a clue about how to loosen up and uptempo it. He never coached that way in Seattle, and never played that way, which is why he averaged close to zero points per game while doing everything else well. So the reason is, he's just not capable of speeding it up.
I noticed last season that when Boston and Cleveland wanted to turn on the fast break on us, we didn't know how to watch for the long outlet pass, or how to get down there in an organized fashion. When you don't practice that way on offense, you also don't practice that way on defense. That's because in scrimmages, for half the team to practice defending it, the other half must be playing it on offense. So even if McMillan doesn't want it on offense, he needs to put such an offense into scrimmages so that half the team can get practice in defending it.
But like I say, I don't think he can.