Obviously salary is the main attraction for moving to Saudi Arabia. Messi rejected the offer mainly because of opposition from his family members. For the European players, it maybe quite difficult to get adjusted to the rules and cultural norms in Saudi Arabia since there are no pubs and bars. On top of that, playing in the Saudi Professional League may not give them the same exposure that they may get while playing in different UEFA leagues. But all of this will go in the background, when Saudi clubs are ready to pay 4x or 5x the current salary for these players.
Pubs and Bars should not be an excuse as they could be flying to another country every week
the most reasonable reason is family For now there is no point in expecting Messi to come to this league he is already comfortable with his new league. For competition, I think we already have enough players to compete the current list of European players is one of the top scorers in their respective leagues but indeed injuries may be a hindrance in some competitions.