Legacy? He won already everything what he could achieve on individul level, so that's nonesense.
Competitiveness? Playing in a mid european team with higher ambitions than the reality allows them for a decade now, is hardly the holy grail. Especially if they don't reach their goals again, the target of accusations will always be the high profile players like him.
Absolutely nobody will care in 10 years about his potential 2 Milan years, when talking about his career. Same as with Modric. Even his entire Dortmund time people remembering, is already reduced to the one single game against Madrid and Milan will be much less than that.
US on the other hand guarantees him an easy and happy life without frustration, an important feeling on the pitch till 40. Thomas Müller is extremly happy right now, look at the amigos.