With ice on both knees, sitting in the stands about eight rows up from the court, with James to his left but beyond earshot, Wade offers a moment of candor.
"You know what?" he says in his typical soft-spoken manner. "I thought it would be easier."
"It hasn't really changed," he adds.
The question was about life away from the court, the gym, venues such as these, of whether playing alongside fellow stars in James and Chris Bosh had eased the frantic pace of appearances, publicity events and team functions.
"It's become a little more now, because of the three guys," he says. "Now everyone not only wants you individually, but they want you three. So the demands of what people want probably has gone up a little bit."
What Wade says is not as extraordinary as how he says it. He truly, honestly did not know how this was going to play out. And if he did, this was not necessarily the vision.
That doesn't make it bad, just different.
Instead, as if toddlers, the two are playing nicely, but side-by-side, not necessarily in concert. The endgame has become an either-or equation, with either Wade, or, mostly, James taking the final shot. Wade-to-James or James-to-Wade has been the exception.
Oh, there have been moments, extraordinary box-score-filling moments, such as when Wade recorded a triple-double in Charlotte and James came within one assist and two rebounds of matching the feat, the two joking side by side in the locker room afterward about getting the ball out of the other's hands long enough to get those shots and assists.
But the reality is Wade just as often can be found standing in a corner when James is breaking down the defense. And when Wade is on one of his rolls, James often can be seen motioning for the ball, as if stranded on some desolate non-scoring island.
Through it all, each stands near the top of the league in scoring, in their traditional spots, and in transition their connection has been dynamic and absolute, be it Wade fullcourt passes for James layups in stride or James assist for Wade baseline tomahawks.
But to appreciate why the partnership has only gotten so far is to separate the fiction from reality.
Friendly, but not really friends
LeBron James and Dwyane Wade did not enter this partnership as best friends. Friends? Yes, but more typical of the bond built during promotional appearances, league get-togethers and the occasional two- or three-week tours with a national team. "Friendly" stands closer to the truth.
For James, NBA life, and life in general, is bigger than that. LeBron almost always has his people on the road with him; Wade mostly settles in with the company of teammates, often second- and third-tier talents. He is much more of the everyman in the equation.
Through it all, though, there is a projected common front. It is not by coincidence that the media sequence after almost every Heat home game is the same. First coach Erik Spoelstra offers his comments. Then Bosh enters alone. Finally, Wade and James field questions side-by-side.
Because of the dynamic, it is rare that either comments about the other, let alone critiques or criticizes. It would be too awkward.
And yet, after the nationally televised Sunday loss to the Bulls, the one that dropped the Heat into third place in the Eastern Conference, Wade offered a moment that made many wonder about the bond, the relationship.
"I'm used to coming down in the fourth, having the ball, making mistakes, getting a chance to make up for them," he says to a somewhat surprised media audience. "You try to do your best. That's all you can do. That was one of the things we got to understand when we all decided to come together, that there were going to be sacrifices that have to be made. And you live with the consequences."
For James, the sacrifices have not been nearly as steep. Like Wade, he, too, took less than a maximum contract, so Riley could better maximize the roster. But Wade took an even steeper cut to make sure there would be salary-cap space for veteran power forward Udonis Haslem, his truest, closest friend on the team.
Often, in such situations, a player works out the rough edges through his agent, who becomes a middleman with the team, lest the player be branded a malcontent. The agent is the one who either subtly, or not so subtly, tries to smooth things over with management, whether it is a concern about a diminished role or the lack of opportunities in the late-game situations.
What worked in July doesn't necessarily work now
Except, in this case, Wade and James share the same representation, namely Creative Artists Agency. What suited their collective needs in July doesn't necessarily meet individual agendas at times such as these.
"This is why that doesn't work," says a leading agent who does not represent a player on the Heat roster. "Now who do they go to? Leon (Rose, James' primary agent) and Henry (Thomas, Wade's primary agent) work closer together than you think."
But this also is nowhere near critical mass, merely another rut in what has turned into an up-and-down ride that nonetheless has the Heat near the top of the standings.
This certainly is nothing like Wade's end game with Shaquille O'Neal, when veteran-vs.-hotshot tensions were raised, with O'Neal muttering about Wade being coddled like some sort of "wonder boy."
As contemporaries, Wade and James appreciate that they sink or swim together.
So no sooner did Wade offer his comment about not getting the ball down the stretch of games, and no sooner did Spoelstra raise doubts about the team's emotional wherewithal with his comments about players crying after the recent loss to the Bulls, then James and Wade attempted to quiet the hype through humor, collective humor.
"Didn't you and me have a fight after the game?" James says to a media pack that had seized on Spoelstra's "crying" comments.
"Uh, oh," Wade, alongside, grins.
"Uh, oh," James grins.
And so it has gone this season.
Comedy on demand.
Candor? Not so much.
For now, Wade is the one learning the LeBron life, which is something larger than he ever has experienced in Miami.
As for the leading-man role? Lots of tip-toeing around that one. James is introduced first at AmericanAirlines Arena, followed by a lengthy pause. Wade is introduced last. Each has his moment.
The team's marketing wing is just as vigilant.
"There's times where it's 'LeBron James and the Heat.' It's times where it's, 'LeBron James and Dwyane Wade and the Heat.' It's not just about my name instead of his name," Wade says.
And then there are the times when opposing fans cast their vote. That's when both can smile, as they try to make it all work. The animus is unanimous when it comes to the road.
"You get fans that yell, 'LeBron's better!' 'Dwyane's better!' " Wade says. "We're like, 'All right, whatever.'"
Ira Winderman writes regularly for NBCSports.com and covers the Heat and the NBA for the South Florida Sun-Sentinel. You can follow him on Twitter at http://twitter.com/IraHeatBeat.