I realized my question was not well-posed, hence I proceeded to rewrite it from scratch.
Denote by $\mathcal{M}_{n}(\mathbb{C})$ the $C^{*}$-algebra of complex matrices. Let $L\colon\mathcal{M}_{n}(\mathbb{C})\longrightarrow\mathcal{M}_{n}(\mathbb{C})$ be a linear map such that $L(\mathbf{A}^{\dagger})=(L(\mathbf{A}))^{\dagger}$ for every $\mathbf{A}\in\mathcal{M}_{n}(\mathbb{C})$, where $\dagger$ is the standard involution on $\mathcal{M}_{n}(\mathbb{C})$ given by taking the conjugate transpose.
Now, assume that $L$ is unitarily equivariant, that is, assume that $$ L(\mathbf{U\,A\,U^{\dagger}})\,=\,\mathbf{U}\,L(\mathbf{A})\,\mathbf{U}^{\dagger} $$ for all $\mathbf{A}\in\mathcal{M}_{n}(\mathbb{C})$ and for every unitary matrix $\mathbf{U}\in\mathcal{M}_{n}(\mathbb{C})$ (i.e., $\mathbf{U}\mathbf{\,U^{\dagger}}=\mathbb{I}$ where $\mathbb{I}$ is the identity matrix).
Clearly, $L(\mathbf{A})=\alpha\mathbf{A}$ with $\alpha\in\mathbb{R}$ is a linear map satisfying all these assumptions, but I would like to know if there are other non-trivial maps satisfying all these assumptions.
Any advice/suggestion/comment/solution is highly appreciated.
Let $\{E_{kj}\}$ be the canonical matrix units.
Let $V$ be a unitary of the form $E_{11}\oplus U$ (i.e., $V=\begin{bmatrix} 1&0\\0& U\end{bmatrix}$). Then $VE_{11}V^*=E_{11}$, so $$ L(E_{11})=L(VE_{11}V^*)=VLE_{11}V^*. $$ So $L(E_{11})$ commutes with all such $V$. As we are free to choose $U$ to be any $(n-1)\times(n-1)$ unitary, we get that $$ L(E_{11})=\gamma_1 E_{11} +\delta_1 (I-E_{11}). $$ Now repeat this for each of $E_{22},\ldots,E_{nn}$. It follows that, for any $\alpha=(\alpha_1,\ldots,\alpha_n)$ there exists $\beta$ such that $$ L(\sum_{j=1}^n \alpha_j E_{jj})=\sum_{j=1}^n \beta_jE_{jj}. $$ As $L$ is linear, it follow that the map $\beta=T\alpha$ is linear. Now let $S$ be a permutation (which is a unitary!). We have $$ L(\sum_j (S\alpha)E_{jj})=L\left(S(\sum_j\alpha_jE_{jj})S^*\right) =S\,L\left(\sum_j\alpha_jE_{jj}\right)\,S^*=\sum_j (S\beta)_jE_{jj}. $$ Looking at the coefficients, we have that $ST\alpha=S\beta=TS\alpha$. We can do this for any $\alpha\in\mathbb C^n$, so we have that $TS=ST$. As this occurs for any permutation $S$, it follows that $T=\alpha I$ for some $\alpha\in\mathbb C$. Thus $$ L(\sum_{j=1}^n \alpha_j E_{jj})=\alpha\,\sum_{j=1}^n \alpha_jE_{jj}. $$ Now let $A$ be selfadjoint. Then there exists a unitary $U$ such that $A=U\left(\sum_j \alpha_j E_{jj}\right)U^*$. Then $$ L(A)=L\left(U\left(\sum_j \alpha_j E_{jj}\right)U^*\right)=UL\left(\sum_j \alpha_j E_{jj}\right)U^*=\alpha\,U\left(\sum_j \alpha_j E_{jj}\right)U^*=\alpha A. $$ As $L$ is linear and the selfadjoint matrices span all of $M_n(\mathbb C)$, we get that $L(A)=\alpha A$ for all $A$.
If you require that $L(A^*)=L(A)^*$, then $\alpha I=L(I)=L(I)^*=(\alpha I)^*=\bar\alpha I$. That is, $\alpha\in\mathbb R$.