The Jordan comparison is a poor one. We also forget the Jordan "retired" for 2 years, in the middle of what most would argue is the greatest career in basketball history. Jordan should not have walked away from the Bulls then, he definitely should not have walked away in 98, and I bet he regrets those decisions.
Jordan had many other issues that drove his decision making.
Pierce, as far as I can tell, could only have one issue with the Celtics that would move him to another team: the trade talks. That's it. We don't know how serious any of those offers were last year. Just because it was reported that a deal was made, does not mean that Danny or Wyc seriously entertained the thought.
Pierce and KG are riding this one out. 2 years. The 3rd year on KG's deal is there just in case, if after those 2 years, the Celtics are still really good and they feel well and want to play more.