Shaq left Orlando because he wanted to be in L.A.
Kareem forced his way out of Milwaukee because it didn't fit him culturally and specifically requested trades to only LA and NY.
Magic only left MSU after his junior year because the Lakers had the first pick and he wanted to play with Kareem (direct quote from Magic)
Wilt and Moses forced trades.
Kobe forced his way out of Charlotte to go to L.A.
Robertson bounced around a bit (including leaving his home city of Cincinnati).
Because Jordan, Bird, Russell, Duncan, etc. happened to be drafted to competent organizations that could surround them with great talent, we are supposed to look at them differently than Lebron James all while ignoring the people from the list above.
Anyone that thinks Lebron James truly wanted to leave Cleveland is just a crazy person. James gave 7 years of his life to the Cavs who did him grave injustice after grave injustice his entire time their, beginning with the Carlos Boozer debacle and just going downhill from there (James couldn't even convince Bosh to even consider Cleveland, even after Cleveland and Toronto had worked out a sign and trade - not at all).