Omega has a very specific creative vision for his matches and storylines, and I don't think he believes he'd be able to have enough freedom in WWE to wrestle the way he wants.
Also he's said he doesn't care about money, but Shawn Micheals said the same thing before they had the Saudis back up 4 dumptrucks full of cash to his house to unretire in one of the worst matches of the company's history