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Has little to gain and everything to lose.
In AEW he gets to do whatever he wants, and gets paid more per match than anyone else would realistically offer him.
Going to WWE means more work for pay he actually has to earn and will be outside of his bubble were people might reject him.
He's like Kurt Angle, great in WWE, or in his case New Japan, where he got a lot of attention and direction. But has been total dog shit everywhere else. Kenny has already exposed himself to honest fans, but his hardcores still think of him as goated. And that can go away if he stinks up WWE where he should be working circles around people.