It's different though isn't it?
They've won the league with Champions League football next year. We hadn't won the league and we didn't have any European football (although last year we could have had more).
As much as we hate them, Lallana and Lovren wanted to move to a bigger club to play European football and get more money. Chambers wanted to go to Arsenal and Morgan and Shaw wanted to go to Man Utd - you can't turn those sort of clubs down, as annoying as it is.
Vardy is 29 (?) and probably quite settled, he has Champions League football, he probably has now managed to negotiate a similar level of pay to what Arsenal were offering and for 4 more years, bank-rolled by income from the Champions League, income Saints don't have.