Please, it wasn't one reason. That organization failed time after time to piece together a roster that could win it all. The teams that win know how to get certain vet role players. Same reason Lebron left Cleveland the first time. He wanted to win it all and they said here's Mo Williams, or Delonte West. OKC said here's Dion Waiters, go win.
You're crazy if you only think it's about one teammate. It's the NBA. They'd be perfectly fine together if they had roster pieces to complement them and help get a ring.