goon I think Messi is unique though, he’s probably made enough from PSG and his career to date that a smaller pay day from Miami and a more comfortable location for his family is the priority.
I think this is it. For a player who has enjoyed living his adult life in two of the best cities in Europe, I think moving to KSA wouldn't necessarily seem that appealing, particularly given the obscene wealth you already possess. It's not as if he won't be getting paid well in the MLS.
Ethically, he may also have objections and doesn't feel the need to tarnish his reputation for the sake of frankly unnecessary levels of wealth.