Why would Mourinho go to Fiorentina or Lazio? I think it would take more than losses of 10-15m a year to upgrade EL-level teams to title challengers.
Because:
a) It's a great challenge to make them relevant and Mourinho used to thrive on that.
b) They have great fanbases that deserve more than the crap they receive.
c) There aren't that many other similar options out there where he doesn't himself become irrelevant. Imagine if he goes to a 'challenge' in Turkey, Belgium, Russia or even back to Portugal. Most people will forget he exists until that eventual European run once every 3-4 seasons.
If Marcelo Bielsa can go to fucking Leeds and Ramon Diaz can go to fucking nobodies at Oxford, Mourinho should be able to go to a club such as Lazio or Fiorentina. Or Roma, or Napoli. Even at a German club it'd be fine, but I just can't picture him over there. In France the only clubs that could afford him are PSG and Monaco, then there's Marseille and Lyon who can afford him but cannot give him more than 8 players lol.
It's obvious that the fun of football has been sucked out of him around 5 years ago, he needs to get it back. He can afford to give a discount to do what he loves.