I dont think being jaded has anything to do with it. Sure, there are many players who grew up a fan of a certain team, Cubs or otherwise, and would love nothing more to actually play on that team. Probably doesnt happen that often.
Players are happy to just be part of any team, whichever team has shown interest in them, drafted them, traded for them, whatever. It is sooooooooo difficult to make it to the show, you cant be choosy in this regard. You go where/when someone will have you. The tens of thousands of players all over the USA, Latin America, Far East and other locales are all trying to gobble up just a precious few spots that are available. Only the very best players make it to the show, after having passed by many other talented players.
All that said, sure, I'm sure many players would welcome the chance to be part of MLB history on a Cubs WS team. I suspect there would even be possible FA's out there that might opt for a role here even when other options are available to them, for that challenge and opportunity of a lifetime.
But, to answer your query, I dont think players care all that much where they win, just as long as they do win, somewhere.