The question arose today on the back of another failure for opener Tom Latham - 24 runs in three innings in the series, following a string of poor ODI returns - and the absence of regular No 4 Ross Taylor through a minor calf tear.
Would a drop down one place give Williamson a bit more breathing space? McMillan wouldn't hear of it.
''The reality is when you bat No 3 quite often you can be an opener," he said.
''The new ball bowlers are fresh, there's difficult conditions. Kane is mentally strong around that. It's a position he enjoys and I don't see any point tweaking that."
Both Taylor and swing bowler Trent Boult will join the New Zealand squad for the deciding third test in Hamilton on Tuesday. The test begins next Saturday.
McMillan was reluctant to give a specific indication on the likelihood of either player being ready for the third test.
Boult, who picked up an upper leg injury before the Basin test, had a short bowl yesterday and came through it well, he said.
On Taylor, McMillan said the first question was whether he would be fit enough for the test.
''You can't take players into a test against South Africa who aren't fully fit.
''I haven't spoken to him for a couple of days but I'm sure he is keen. He loves playing there and he's done well in recent times."
Don't expect any bolters coming into the squad when it's named tomorrow.
''We've got the best players in New Zealand in the squad," McMillan said. ''They certainly showed in Dunedin (in the drawn first test) that they are good enough to play well and compete.
''Yesterday they didn't stand up. Yesterday was a terrible day. To lose within three days is unacceptable and the group is hurting and disappointed."
Their failure to handle South Africa's spin bowling, in conditions where the ball wasn't turning much, was particularly galling.
It was a doubly bad day for coach Mike Hesson, who picked up a stomach virus and had to watch the carnage, all out 171 in their second innings, from his hotel room. He was still below par today.
The squad will reassemble in Hamilton on Wednesday.