It's evident he would like to move to Madrid, but most Chelsea fans I know just appreciate his honesty. He is playing at a level we have never seen him play at, and we're enjoying every minute of it.
There are good reasons for him to stay though. Their manager is on the rocks atm. Who knows who their new manager would be. I have seen Conte linked with them. No chance Hazard joins if they appoint him. They may not even make the CL this season (unlikely, but who knows), and all that is before we get to the good reasons to stay at Chelsea - no more Conte, CL football likely back next season, he plays for a manager that suits his style and in turn he is currently on course to have his best ever season - he has repeatedly said his family life is extremely settled in London.
So I genuinely see good reasons for him to leave, but I see just as many, if not more reasons, for him stay. If he finishes his career here, I think he would have a great shot at being our best ever player.