Well, say it happens. Pretend all those experts who say the risk of transmission is so small that it is unlikely to ever happen are just plain wrong. Over the years, a grand total of five states have imposed sanctions on Montana because of Yellowstone bison. One of these, Alabama, imported only three cows from Montana. The question we should be asking is what would cost us more, taking steps to address the problem once it happens, or taking steps to try to prevent it from happening.
Prevention is usually cheaper than the cure.
But, that depends on the approach to prevention that is adopted. In the case of Yellowstone bison, striving to eliminate the already minimal risk that bison pose to cattle does not appear to be either reasonable or cost-effective. This has fully occupied many government officials, who might have been more productively employed, and has entailed killing several thousand bison, without attempting to seriously estimate the costs that these actions are supposedly being taken to avoid. The government's solution is to give these tribes the carcasses of the bison that get shot. But not all the bodies get dumped on the tribes.