At the end of the day KD couldn't see OKC winning a championship so he bailed. While they were thisclose to the Finals, they still blew it in spectacular fashion and nothing says they even make it back to that position outside of speculation. Once you don't believe you can win somewhere and you're the best player on the team then it's time to move on, if winning is that important. And if you move on then you want to move to a similar or better situation.
Is this situation similar to the Heat? Not on the surface, but you can draw parallels with a guy in LeBron who knew he couldn't win where he was at and desperately needed to validate himself as a champion.