Well, loyalty was giving the program to Gut and it turned out badly. So maybe loyalty was a weakness, not a strength. Or maybe the "loyalty" has been exaggerated. Did he oppose forcing Gut out? It seemed like he was reaching out to Roy while Gut was still coaching, in anticipation of needing a replacement. Is that loyal?
The point is that people can value "loyalty" in the abstract, without relying on "loyalty" to make complex decisions that do not easily boil down to moral narratives.
You don't think Dean would be loyal to the basketball program? That he might worry that HD is trashing what took so long to build? I mean, I don't know. That's the point, nobody knows. You can't just draw conclusions about what someone might think about a specific event based on vaguely defined values that don't fit cleanly onto the situation.