What's With All The Cowards?

We always here athletes talk about how they want to compete, and beat the best, and blah, blah, blah. But it seems that, lately, in baseball, all we have are players who don't want to play in the AL (see Peavy, Jake; or Sabbathia, Captain Crunch). I don't get it. Why not want to pitch in the tougher league against the tougher competition. Afraid everyone will realize you suck? I suspect that's the case with Peavy. Sabbathia may just want to pitch close to home, but then say so and let the Yankees be on their way. Right now the Yankees are that friend of the hot girl in high school that she keeps around just in case, even though she'll probably never run out of jocks to date, but he's dumb enough to hold out hope anyway. I just don't get this whole "I don't want to pitch in the AL" thing.