I'm more a fan of the superstar instead of the team, so it doesn't affect me.
Take an example of Ronaldo, when he was in Manchester United, I watch him he played for Manchester United, and now he moved to Al Nassr, I no longer watch him because Saudi Pro League is full of unknown teams and players, instead I only watch the highlight when he scored.
If a popular player is transferred to another club it might be quite sad, both for the fans and the club, because after all popular players are like a magnet in the club and they are able to increase the exposure and performance of the club. However, we cannot expect that a player will stay in the club forever, surely sooner or later the player will choose to move clubs for whatever reason, and as fans we must be able to move on and continue to support the club - even though there are times when we miss popular players, let it be a memory, and remember there are other things we can enjoy from our club besides that popular players.
If the players already in Bayern Munich, Real Madrid or Manchester City, but they choose to leave for other team, I would say it's not their intention, but the teams can't afford to pay their high salary and not want old players. It's possible for a superstar player to stick with one team, Francesco Totti played for Roma from 1992-2017 is one of the example.