Marty understands only one thing he feels he is the best, it's his ego always has been.
To be as successful as Marty has been, you have to believe you are the best. Any athlete who is or was at the top of his position in any sport does. It's those same qualities that get a player to the top level that make it hard for them to give up their spot. Guys like Jordan and Favre had the same issue.
When you've been one of the best at something nearly your entire life, it's not just flipping a switch to "ok I'm done now".