I think he wanted out he simply could not find the right way out. Mike could not afford to leave all at once and still hold such a powerful position in life. Also the other families wanted to keep him around because he could make them so much money. He always held something that they wanted. Mike wanted out of the illegit world but still wanted power in legit business. This is why he was angry with Anthony, like Vito hoped for Mike, micheal hoped that one day his son would be among the world elite...senator Corleone, govenor Corleone-the oval office