What are we basing "he didn't really improve" on?
He had similar stats to last year (some slightly better, rebounding slightly down), but on a team that was MUCH better than his previous one. He could have had even better stats but was a defensive liability for a big chunk of the season.
People see his offensive highlights and think he's great, but he was also constantly out of position on defense especially early in the season, he struggled to pass out of double teams, he still needs to work on keeping guys sealed in the post and establishing position. Some of why he wasn't even more involved on offense was his own fault.
Why wouldn't he want to leave? Because he's going to be the centerpiece of next year's team if he doesn't in the nation's best basketball league. We built this team and this roster around Wade Taylor, you don't think next year we're going to try and build the team around him?