I can't read his mind, nobody can/could. In his statement he speaks of Manchester, his home, his family's home. We may underestimate how important living in Manchester is for him (as a kid, he did not always have that sweet home feeling).
That's why I think he doesn't like to move, to the Saudi's or US.
He's still too good to hang his boots, he has plenty of time now to think about his future, my guess is that the family decides to stay in Europe. To join his buddy Vincent Kompany at Bayern, is that a silly idea? (Muller is nearly 40, still a Bayern player).