As a player, why would you stay loyal to a team that isn't invested nor aligned to your goals? If the goal was to make money then all teams can provide that but if your personal goal is to win it all then there are only a few teams that are committed towards that goal.
Back in 2015 they were contending already but they botched the chance to sign All Star LaMarcus Aldridge to an extension (He signed with the Spurs). Dun pa lang alam mo na that this will go nowhere. They then signed Nurkic and rode that triumvirate of Lillard, Nurk and CJ to several first and second round exits in the playoffs. If it didn't work for one or two years then why stick with the combo?
Lillard will be like Allen Iverson, Barkley, Malone, Stockton etc, All time greats who did not win a championship.