It's unrealistic to not expect this kinda thing. Yes we're a massive successful club but Madrid has a certain appeal, almost guaranteed success at every level consistently, and some players see it as the pinnacle of their possible career. If we expect Zubamendi to leave his boyhood club for us it's only the same kind of thing. We've benefited from being the bigger draw far more than we've lost. That's why we've got a squad full of players who were once the best player somewhere else, often where someone started out and supported as a kid. It's just how it is.
At least with us it's only Madrid or Barca. If you're anyone who isn't us it's everyone else losing their best players and coaches to one of a handful of clubs. City, Bayern, Arse, PSG, us... We're all looking for the best from every other club in the world.