They probably want Neymar but that has to be a very complex and difficult deal because his move to PSG was reportedly tied up in his agreement to become an ambassador for the 2022 World Cup. Qatar wasn’t just paying Neymar to play for PSG, but to build the brand of their country and the event. Do they get the same value in that regard if he’s playing for Real Madrid (not owned by Qatar)? Maybe, but maybe not.
I think the whole "ambassador" thing with Neymar was probably some voodoo accounting thing either for tax reasons or to try and manipulate FFP figures.
As others have stated - if PSG WANT to keep hold of Neymar then they will do so. However I can see that we may have reached a point where PSG MIGHT be recalculating his value to the team....
Positives
Goals Scored
Impact on the pitch
"Prestige" of having player in team
Global Marketing opportunities
Negatives
Personal attitude / mental health
Effect on team morale when cherry picking games
Laughing stock due to diving antics
Has he peaked too early
Agent / contract wrangles
Could he begin to create a negative image / lose marketing opportunities
Only PSG can truly put a value against these positives and negatives so they could still say the positives massively outweigh the negative. However middle eastern business types don't like being told "No" and don't like people messing them around. They tend to slap down hard or offload very quickly if they see such behaviour. Ronaldo has always created a public narrative of "drama" but behind closed doors been a model professional when it comes to training and dedication. Given the rumours about his fathers activities, I think Neymar and his entourage may well create other "distractions" that cost PSG a lot of time and money to manage the news or clear up the aftermath.
All of these sort of things can get indulged and covered up while someone is seen to be on a "rise to the top" but if anyone at psg is beginning to get tired or feeling "is that it" about Neymar, then his goose may be closer to being cooked than we all might think!