The Jets aren't going to trade Scheifele in the West conference with retention and not come out with a single piece that plays a position of need for the Jets. Easy no from Winnipeg.
When you're giving up 5 pieces to get one, you know none of the 5 are high enough quality to start with. Although, Calgary doesn't have the quality piece that Winnipeg would be looking for.
If a Scheifele trade happens, it is most likely an offseason thing. That way the Jets have more trading partners available (cap and roster flexibility) and they can maximize the return.