I think there'd be something wrong with him if he didn't. He's said repeatedly that he wouldn't have signed that long-term deal with Edmonton if he didn't want to stay, but then again as good as he is that contract is still movable. This was McDavid's 4th year in Edmonton. I'd say he's given them enough time to surround him with a supporting cast.
He has a no-trade clause that kicks in beginning in 2022. It could be wise to move him before that; you'll maximize your return that way because you could trade him anywhere.
Edmonton's problem for I guess about the last decade has been drafting/developing or otherwise acquiring good defensemen. Who was their best defenseman this year...Klefbom? They actually do have some other guys offensively so not 100% of the offense has to flow through McDavid, but they can't stop anybody from scoring.