This move could give the Yankees hope that there are teams that would be willing to take A.J. Burnett.
To move Zambrano, the Cubs needed to eat a large chunk of his contract. The Yankees would likely need to do the same and pay at least half of Burnett's remaining salary if they want to get anyone decent in return.
The fact that a team was willing to take a chance on Zambrano bodes well for the Yankees chances to move Burnett.