When people like Beckham, Kaka, Benzema, Ozil etc move to a club like Real Madrid do you think they believe they are going to a club that has a chance of winning major trophies. You could pose the same question about Arsenal in UK.
I think in beckhams case it was a number of factors including the desire to play first team all the time and the huge amount real were prepared to pay
For Ronaldo it was the desire to play for his boyhood team (watch fabregas jump back to barca for the same reason) and maybe to move back to Spain. It must also be a challenge to take the galacticos back to the top and usurp Barca
Let's face it he had already won it all at old Trafford