To some of these coaches, it is not about where will pay better but it is the prestige for them. Zidane was doing great in Real Madrid and a time he left, came back and still did well and willingly left again but report has it that he has been lobbying for France national league.
So, the coaches most times chase the prestige. It will be an honour to Ancelotti to have coached the greatest football nation .
Priority to the coaches is what matters especially to big coaches.
Agree with what you're saying because ultimately it comes down to prestige and what you want to achieve as a coach in the end.
Zidane's situation is exemplary because we know that he has achieved great things and there is no denying that his increased work ethic has really surpassed some other coaches in achievements and even getting 3 Champions League trophies which is rare for any coach to get for his individual achievements.
So this is also a natural thing because of course there are conditions where everyone wants something more than that.
Now another example might be Spalletti from Napoli regardless of the reason he wants to take a break for a while, of course we realize that maybe Napoli there cannot maintain its position in the next season so rather than having to be destroyed there, he prefers to leave on his own and with extraordinary achievements and praise given for the results of Napoli this season.