No one really knows what their attitude was. There was a rumor that a handful of teams were unhappy with the lockout, and the Wings were rumored to be among them, but nothing to substantiate it.
Seeing as how it's a poor decision from a business standpoint and given the Wings constantly butting heads with Bettman, I doubt they were enthusiastic. I'm betting it was a case of "it's going to happen anyway, we need to present a united front" sort of thing more than Ilitch wanting a lockout.
I haven't seen anything substantiating the Wings position regarding the lockout, but you'd have to think they weren't happy about it.
Ilitch was running a successful franchise even in the pre-cap era. Then he continued to do so under this last CBA. The more restrictive the CBA gets regarding player contracts and cap, the harder it will be for the Wings to use that financial success as a competitive advantage.
I can't imagine Ilitch and Holland wanting a more level playing field, and certainly not losing half a season to get it.