If you don't want the hero anymore, you could trade it with another player! Or you could buy Shards from other players using Gems. The players will decide the price.
This idea has been brought up many times and it just would not work for this game. :L
1) IGG lose income since many players can simply trade for the heroes they want rather than buy more gems to get them.
2) The system can easily be abused. I can just create mule accounts to get easy gems, roll for heroes and if I do get legendaries, I'll transfer it cheaply over to my main. Rinse and Repeat until you get all 6 obtainable legendaries.