Rom wants to be in a team that guarantees him trophies. Having to take a major role to win them himself (such as semi final v United) proved to be beyond him. Apparently that is ambition, achieving something difficult that is not guaranteed and hasn't been done recently is no longer seen as ambitious.
Imagine you are the best performer on a team. Could be any kind of team -- professional football or a pick-up game in the park, or a team in some kind of business: computer programmers, or salesmen, or lawyers. You are talented and hard-working, and are recognized by everyone as the best there. But still your team regularly finish behind your rivals on some other team because pretty much everything at your place, from the facilities to the bosses to your colleagues, is of a lesser quality then they are at this other place.
So you find yourself regularly watching those other lawyers win the big case, and command bigger and bigger fees, or watch that other pick-up team play the next game while you sit on the sidelines and have to wait your turn again. Often you are blamed for these losses because you failed in the big moment. But who else is ever there in the big moment? You're the only one who is capable of stepping up to that level. In order to succeed you'd have to be perfect in every big moment because as soon as you aren't, the team loses!
Oh and also the other place wants you, and will pay you more. How long will loyalty keep you where you are? How long will you believe them when they promise you that if you stay everything will get better?