Song's a lot of things but he's not stupid.
Alright, let's try that again - Song's a lot of things but I don't think he has an over inflated sense of self worth.
Most footballers realise (or should realise) that it's difficult to break into the Barcelona/Madrid team but the potential upside of it working out is quite appealing. And, if not, you still get a decent professional experience, learn from some great players, get paid and you leave the club with your reputation more or less intact while winning a few trophies.