It has never been Dortmund's philosophy to buy big players or finished products. They have always looked to buy promising young prospects from weaker leagues (Lewandowski, Kagawa, Kuba, Aubameyang) or to grow their own players (Götze, Reus, Sahin, Großkreutz). It's true that they're not in a position yet to keep all the players they produce/develop, but that doesn't mean that automatically everyone would want to leave, especially home-grown players like Reus, who has snatched Bayern to rejoin Dortmund. Dortmund offers stable surroundings for the next few years (Klopp staying long-term, extreme loyalty to players, improving financial conditions) and convey the philosophy that they're more like a family/project than a club out to win titles. That alone is very attractive to a lot of players. Once Dortmund has a better standing internationally and improves financially, that appeal will even grow. Much like Arsenal's development over the years.
Of course there are and always will be players who look out for more prestigious destinations or prefer to gloryhunt somewhere, but if you look at the players leaving, staying and returning to Dortmund, you will see that there is a solid base of players who would give everything for the club. Just look at Sahin and his emotional return, or Piszczek who has turned down the money of Man City, or Kuba who has turned down several big clubs.
I'm not even talking about you in particular. I've just seen some United fans acting as if it was totally realistic to buy half of Dortmund, saying things like, "why wouldn't they want to join United?". That's a bit arrogant/disrespectful, similar to some Bayern fans who explode on anyone who suggests that it's not every player's dream to abandon their club to sit on the Bayern bench. In reality, United's standing in Germany is not that good, and certainly not as good as fans in England believe. When people talk about top clubs, they talk about Real, Barcelona or Bayern, not United.