I think a few things that are frustrating other than going for free to me are when Owen and McManaman left it didn’t feel like Madrid were rivals like they are today. We seem to meet Madrid in Europe every year now. So leaving your boyhood team ( who are one of the best teams in the world which is important to remember ) to go and play for Madrid and come back and potentially beat your Boyhood team feels off. The dream is the other way round.
The second annoyance is that leaving Liverpool when they are at their best and you are too by winding down your contract for the lure of Madrid really is a PR dream for Madrid. It helps elevate them as the ultimate players dream.
Im just imagining someone like Raul winning it all at Madrid and leaving on a free as he’s got to play for Liverpool even though he’s just won the league.