It's going to be a change of life style for Messi & his family if they move to SPL. Life's different for him in Inter Miami because his kids & wife moved there. He doesn't want to move them to a new country but Al Ahli's offering a mega contract so it won't be easy to say no.
The US has a lifestyle similar to Europe, so it was easy for Messi and his family to get used to the culture. Saudi Arabia has a difficult or let me say strange lifestyle. It might be difficult for Messi and his family to get used to it.
But Cristiano Ronaldo and his family could enjoy the Saudi society, and Messi might be able to cope. The government had to relax some of its laws to make the Portuguese comfortable. Maybe Messi might change his mind in the future.