Why would they want to win every trophy every season anyway? That would get boring pretty quickly. They won't be around forever, it's going to be funny seeing the fans with their tails between their legs when they're scrapping for top 10 finishes again.
Insecurity. They know this giddy period of being being lavishly-funded by an oil dictatorship won't last forever and they want to clamber up the honours ladder to be at the top table before they're once again yo-yoing between the Championship and Premier League.
Prior to their financial doping jackpot, they'd won 2 league titles. That puts them in the same bracket as small clubs like Derby, Burnley, Portsmouth and Tottenham. Meanwhile, at the top, the red Manc twats have 20, us 18 and Arsenal 13. Even Everton have got 9. Abu Dhabi are currently on 6, same level as Sunderland.
I think they realise that if they don't set some records and win a lot of trophies, they're going to be nothing but a footnote in the footballing world in a few years' time, as the proper clubs continue with being in the top branches of the tree with huge fanbases and global followings. They want to be part of that desperately, but know inside they're just a plastic club with plastic success watched by loads of empty plastic seats.