It's supply and demand. There are a limited number of top class players around, so you have to pay them top, top money to get them. Or they just go somewhere else. If the club says no, they lose the player.
The same doesn't really apply to Lineker. I think he's a good presenter, but he's fronting one programme once a week, for all that money. Why so much? I can't believe they can't find someone equally good, who would do the same job for far less.