It is a ridculous notion that you have to join the best to be the best. Sure, you'll have to prove yourself at the highest level, but by staying in the PL, with us, he can do just that.
The Premier League, The Champions League, The World Cup and The European Championship: Is there a higher level.
When talking about the best players to have played the game, Maradona and Pele are always in the discussion. None of them are mentioned for their transfers to RM or Barca, but rather for what they did for smaller clubs.
Particularly with Maradona, people are talking about his time in Napoli and how he took them from a mediocre side to a top European side.
Would it be easier to gain recognition if he played for RM or Barca? He would take a huge risk, imo. People have been trying to talk Benzema out of Real Madrid for a long time, not considering him particularly good. Meanwhile, Higuain, who could not win the first team place from Benzema, may be more highly rated than Benzema after having left for a smaller team (Higuain rated 15th best in the world in 2016, while Benzema rated 42nd).
Neymar is assumed to have left for PSG to get out from the shadow of Messi.
Yes, he might win more if he club hops to a club that regularly win in Spain and in the CL. But if his ambition is to be recognized as one of the greatest in the game he will most likely stand a better chance if he manages to be the talisman that drives us to win major tournaments rather than be one of many good players working for Ronaldo or Messi.