What they haven't been able to do is find a deal with the NBA that they find acceptable enough to play real games again.
The All-Stars all took part in a charity exhibition game Sunday night in Oklahoma City, with hometown hero Durant recording a triple-double with 42 points, 26 rebounds and 11 assists to lead his team to a 176-171 victory in overtime.
"As you see in these games that we're playing, we love to play the game. We're going to find a way to play -- any way possible. We want to just keep giving our fans the opportunity to see us because if not for the fans, we're not who we are," Paul said.
"So we just want them to know that we still want to keep working toward a deal because it's not just about us. It's about the fans, it's about the employees, all the people that make our game happen. We want to play -- just make sure everyone understands that."
Players and owners met with a federal mediator for 30 hours over three days this week but left without a new collective bargaining agreement. There's still a divide over how much of the league's revenue the players should get and a philosophical conflict over the league's salary cap system.
"We just want a fair deal. At the end of the day, that's what it's all about," Paul said. "We want a system that works and we want a split that's doable. So, we're not being greedy or anything like that. We just want a fair deal."
In negotiations, players have already said they'd come down from their current 57 percent share of the league's revenues to 53 -- or 52.5 percent. But owners are now asking for an even split with the players, and that's not palatable for players.
"It's just not. We set our number. We've already dropped, but we set our number at 53 and that's what we're sticking to," James Harden said.
The first two weeks of the season, which would have started Nov. 1, have already been called off. Commissioner David Stern warned previously that all games through Christmas could be canceled without a deal this week, but those games haven't been wiped out yet.
"Fighting over 3 percent, that's kind of retarded to me," said Michael Beasley, who scored a game-high 56 points. "But it is what is. We'll come to an agreement."
"The quicker we can get a deal done, the better," he added. "Like I've been saying before, the main ones suffering are our fans."
It was the latest in a series of exhibition games across the country as NBA players stay in the spotlight while locked out by the league.
"We're just trying to work to get a deal done. We're going to continue to keep playing these games and showing the fans that we love the game and we want to play," Durant said. "Hopefully we get something done."
At halftime of the game, Durant presented an oversized check for $100,000 to Single Parents Support Network of Oklahoma City with proceeds from the game.
"Guys don't get paid to play in these games," Paul said. "Guys come out here because of how much respect they have for KD and what he does for the community and for kids and giving back."
Durant and a star-studded White team including James and Westbrook overcame a fourth-quarter deficit to beat a Blue team that featured Anthony and Paul.
James had three buckets -- a pair of layups and a left-handed jam -- in a 20-2 fourth-quarter run that put the White team ahead for the first time since the opening period. Durant finished it off with a 3-pointer from the right wing to make it 152-143.
Harden answered with back-to-back 3-pointers before Beasley's fast-break dunk during a string of eight straight Blue points, and Harden hit another 3 from the top of the key for a 159-158 lead with 54.3 seconds left. Durant answered with a 3 from the left wing with 30.4 seconds left, and Anthony's layup with 13.1 seconds remaining sent it to overtime tied at 161.
Durant missed a 3-pointer at the buzzer, and the game went to overtime. James put the White team ahead to stay with back-to-back jumpers early in the extra period.
Paul was the playmaker early on, dishing out 13 assists in the first quarter -- more than one per minute. He zoomed past Durant for a layup, set up a pair of dunks by Beasley and just kept orchestrating the Blue offense. His last assist of the quarter came on a bounce pass that skipped high into the air for a James Harden alley-oop dunk, and then he finished off the period with a 3-pointer from the top of the key as the buzzer sounded.
There were plenty of other highlights usually seen on NBA courts like the one just across the street.
James threw down a two-handed jam after passing the ball to himself off the backboard, Westbrook provided a series of power jams and Paul even got a two-handed dunk off of Jonny Flynn's alley oop.
"It's for the fans. Basketball's a getaway, a getaway for a lot of people, and right now with the lockout, they can't get away," Beasley said. "We're going to do games like this for as long as possible as much as possible."