I attended a Yankee event last week where Wade Boggs, Goose Gossage, and Phil Niekro spoke on a panel. All three passionately derided PED users and advocated life-time bans and voided contracts for users. They don't think that the league is going far enough to tip the risk-reward balance toward playing clean.
With that said, I think Dempster's act was a reflection of that from the current players. I understand that there is a process and the league is working through that with Rodriguez, but players are understandably frustrated with this garbage permeating the game. As the Hall of Famers mentioned above stated, there used to be a code in the league where organizations would black-ball these kinds of players and handle things independently as well. In a league where guys like Miguel Tejada and Bartolo Colon are brought back after repeated use and where guys like Melky Cabrera get rewarded with big contracts after use, it is up to someone to force a change.
Despite the process, the Yankees don't have to play Rodriguez - they could keep him on the DL, keep him on the bench, or release him. However, they have not chosen to do any of those things that I would classify as "classy" moves. The Patriots didn't wait until the guilty verdict comes down to cut Aaron Hernandez, and I believe that the Yankees don't need the final result to be mediated before taking their own action with Rodriguez.
At some point, the credibility of the game has to be put ahead of the circus. I actually applaud Dempster for sending that message; my only regret is that he didn't strike Rodriguez out in the next at bat.