The Warriors and Thunder aren't close to the level of rivalry that the Pistons and Bulls were.
Also, Jordan was happy in Chicago and wasn't looking to leave.
That obviously wasn't the case with KD.
Again, KD was stuck with a player that he felt was limiting his potential as a player, and putting a ceiling on what he could accomplish.
Once he made the decision to leave, why wouldn't he choose the best basketball situation for himself?