well you don't have to earn millions every year to not be considered poor
I used to work in a commercial radio station and received a pretty good salary there, but if I ever got an invite to the hip independent radio station where some of the guys I admired worked, where I'd get some kind of creative freedom and I could proudly say that I work there, I'd do it for 2-3 times less money and drop my standard of living without thinking twice. It's way harder when the talk is about millions, as I imagine more money makes you greedier, but the principle is the same, not everyone put's money or material things in the first place.
Once you reach a certain level of earnings, then you can afford to earn less in the future to make yourself happy. i.e. if you (as a normal person and not a footballer) get the chance to earn 2 million a year for like 10 years (say between when you're 35-45), but the job you are doing isn't particularly satisfactory, I personally would do that, earn 20M, and then after I would either open up a small business that I would have always wanted to open with a good chance of earning much less (if not making a loss!) , or do something I would have always wanted to do (travel the world etc).
For a footballer, they have around 7 years where they can maximize their income, normally between 24-31 (sometimes there are special cases), so thinking from it economically and for the future, in those 7 years, my goal would be to get as much as I possibly could, if I could earn 12M a year and live in Monaco it would be fantastic, but not everyone is as lucky as Falcao!
Like I said previously, if the difference is something 'small' of like 2-3 million, I would go for a more favourable location, like Barcelona ahead of Moscow (due to weather, lifestyle etc), but if it were for a large amount (5M +) I'd go where the money is (at least for a short while).
Naturally this is all hypothetical, but if i were to earn large amounts of money in my mid 20s, I would definately be 'ok' with earning a few millions less in the future and move somewhere I want to be.
Does there not come a point where you have all the money you need?
What would you want/need the money for that would convince you it was worth going to Siberia?
like i said above, a footballer has a limited window where he can earn the big money, so 3 years in Russia (like what Anzhi did with Eto'o) and i'll be sorted for life, I would not need to work once I retire from football, and could do what the fuck I want without having to think about the money factor.