First of all, I'd take a low-cost Llorente.
But here are my concerns:
Llorente is average at best when it comes to finishing with his feet and playing football on the ground. When it comes to headers, he's a beast, I'll admit to that. But Conte doesn't play football in a way which would exploit this great skill of his. We put in few crosses per match, and when we do, most of them don't even reach their intended target. We have no natural crossers in our team, which would hurt Llorente's game.
Llorente is good technically.
Sure, he's not going to dribble past players, but you don't expect that from a target man.
He very good at playing with his back to goal and bringing other players into play - something that would benefit Marchisio and Vidal's runs from midfield a great deal.
You only need to be an okay finisher if you know how to position yourself properly. Doesn't require brilliance to take a lot of the chances Juve have been missing. And I think he's better than okay at finishing.
And then there is the issue of his physicality and ability to lead the line, which would add another dimension to Juve's play and help to open up space for other players.
So, I think you are being unfair to emphasise his heading ability - I'd say his physical presence and ability to link the play are his biggest strengths.
And if you want to look for a weakness, it'd be his pace (or lack thereof). Not that he's slow, but it could still be tactically limiting at times.