I think too much was made of Lebron leaving Cleveland. It was not just because he wanted a "better situation", it's because he lost his trust in the owner. He gave him 8 years to build a good team around him and he failed, and he was risking spending the rest of his career without any rings to show for his talent. That's why he moved. He moved to Miami because Pat Riley convinced him that he's capable of building a championship team, and he proved it to him after that.
The Heat might not win a ring this year, but I don't think that will hurt Lebron's trust in Pat Riley that much, having already won 2 rings (his only rings) with him. Even if the Heat are on a decline right now, he still trusts Riley to correct things and sign the required players to help him win more rings, more than anybody else. After all, they also lost in the first season, but Battier, Birdman, Allen, ... all proved to be masterstrokes by Riley that helped the team win two rings in the next two years (with Wade struggling with injuries as well).
Another important thing is the adversity they faced, especially in their first year. They dealt with it as a team, and it strengthened them as a team (including the coaches/owner...). And to win it eventually with this team, who gave you everything you wanted, it's hard to part ways only because of one season.