They all leave at fairly short times in to their career, 20/21 still leaves them a good eight years at the top, unless they Ronaldinho it. Neymar has been getting all the talk because they've been searching for so hard for someone to be considered the best in the world - maybe that's due in part to an Argentine player getting so much praise for many years now.
I guess in Europe they would have enough money to move their families over too, I don't really know on that but I daresay they would earn a lot more, even if they are not hard pressed for money in Brazil now. Players go back there no doubt but like you suggest, usually, at the end of their careers (like Ronaldinho and Gilberto).