MacDougal has been solid for the Royals (other than his DL time) and he is a closer with decent job security, which makes him a nice option to have, especially in deep leagues.
Now, with a few teams really needing a better option in the 9th, the Royals will certainly get a decent offer for him. If traded he is asssured of going to a team that wins more often.
I have not heard any rumors, this is just me speculating. Cincinnati and SF would seem like buyers for him. Detroit and Oakland might be interested in adding depth and insurance as they make a run as well.
He may could land in a set up role and his value will decline, but he is still worth adding to your roster if he is just sitting on the WW. He could be a guy to get 15 saves and nice ratios in the second half. If he stays with the Royals, I'd say 10 saves is about all you are going to get from him, but his innings should be quality and help your team. If nothing else you can trade him. I am sure 10 extra saves would help some teams jump up a point or two in roto leagues.