Money isn't everything, and while financial security can be a very nice luxury to obtain, it doesn't at all secure a happy life. Trust me, I know plenty of other people with money who lead not so fantastic lives.
We also need to realize that we're talking about contracts that in some cases are guaranteeing $10M, $15M, $20M, and $25M plus. Then realize that if anyone ever has the pleasure of pocketing $10M they should be set for life, if they play their cards right. That's why it is a joke for an athlete to say something like "I need to put food on the table", when turning down a $7M per year contract, for an $8M per contract. Also, an elite professional athlete can earn Millions of dollars in endorsement deals, especially if he stays in the same area for a long period of time (builds a substantial local fan base). So, there are ways to offset a slight difference in salary totals.
Getting past that, it does make perfect sense to turn down a deal that wouldn't fairly compensate you. And, it doesn't make the players any different than most of the owners and some coaches. It is a business, and most people are looking to maximize their profits.
When it comes to Randy Moss, he has already claimed to be financially set, and that he's not in it for the money at this point in his life/career. We'll see what happens, but I still believe he's going to resign with the Patriots.