He knows he can get a shit load of money on the open market and pick his team.
Marner just did.
At the end of day, Mcdavid might do the same.
they are not slaves either. all of those players were there for years, with no cup to show for it. Yes, the Oilers came close. But what will the team look like in 4 or 5 years? Sure Mcdavid would want to know. Its not always just about the $$$, all the top players can get that with a contender or a team they believe in.