Football fans shouldn't forget in a hurry that Cristano Ronaldo did not choose to go to KSA. Technically, he was forced to go since no club actually wanted to pay for him. While on the other hand, Messi can pick and choose which club he wants plays for the way he does right now.
You can't rule out the possibilities. I agree that Messi is in a much more comfortable position when compared to Ronaldo. But after all, playing football is like any other career options. If Al Hilal is ready to offer $350 million (as per the rumors), then Messi would at least think about it. Right now he is receiving around $41 million per year in Paris Saint-Germain. But then, he needs to sacrifice the option of playing in one of the top leagues. That said, the Saudi Professional League is not bad either. They do have a number of quality overseas players (apart from Ronaldo).