The guy is born and raised in Madrid. Real is most likely his boyhood club that he always dreamed to play for. I'm willing to bet that nobody would've chosen different if they were in his shoes.
Also, I'm not sure if you're joking or not about Harry Kane. The guy is being laughed at by everybody including Arsenal fans right now because he wasted so many years at a small club(not only his fault as Daniel Levy is a cunt). Sure he can have all the individual records to show but at the end of the day he has no collective trophy won in his whole career. Even Martin Braithwaite has a Copa del Rey
It's a real shame especially when looking at this qualities. He still has time to collect some trophies, even if it's a farmer's league with Bayern.