That's because your life standard is different than them. If you were living in their world, and if you had the skill he got, you would do the same, unless you love a particular club, or you don't live a first class life..
you can say the same about those who earn 3-3.5 mil too, you think 500.000$ per year Isn't enough to live a great life? Sure it is, but not for their standards. that's why all professional footballers do nothing different than Dzeko, that's why most of top players end up with big clubs for big money..