While it may not make sense to you, there is a sizable portion of the population that lost respect for James when he put on that tv show (not just press coverage of an announcement, but an actual show hyping himself up). He was perhaps the most popular NBA star prior to changing teams, and now it's a different story.
Why couldn't he have tried to win it all in Cleveland? They got to the NBA Finals with him and a bunch of lesser players, only to lose to the Spurs. Recruit one good player to Cleveland (which should have been easy, many would have been willing to play alongside James), and that probably would have put them over the top.
Instead, he opted for the selfish "ME ME ME" alternative, and put on a big production to announce his back-turning on Cleveland. Looked like in his mind he was bigger than the sport.
I like Dwyane Wade, and will be happy for him (and Haslem) should they win, but won't be rooting for James.