None of us know what it's like to be in that position, but wouldn't you prefer to play with your best friends at one of the biggest clubs, with the GOAT and other greatest players?
In addition, you can break so many records (potentially reach Balon d'Or), win many trophies (likely another treble) and be admired (people cared much less about his diving when he played in the threesome).
Depends on the individual.
If you are a megalomaniac or have a big ego then you'd wanna be a star and compete for the top individual prizes in the game. Nothing wrong with that at all. They are big ambitions and admirable in its own way.
If you don't really care about those things and see it as a Team Sport and just won to win trophies with the club and enjoy your life then its different. Nothing wrong with that either.
Both these school-of-thought players are filthy rich and successful. But it can have slight effects on your legacy. The main man is ALWAYS more remembered in history than the second fiddle.
Personally, if I was at that situation as a world class player, I would have signed a 3 or 4 year deal with Barca coming from Santos. And if I saw I was way too expensive for Football clubs other than PSG, what I would do is I'd run my contract down with Barca as a thorough professional and leave on a free. Many clubs would love to have me then and I'd get "my team" stepping out of Messi's shadow. Will need a Zahavi/Mendes level agent though to play the contract games.