But neither is the job he really wanted to hold right now.
The Cavaliers fired Lue in 2016 despite his incredible record. Cleveland won 61% of its regular-season games and 67% of its playoff games - including the 2016 NBA championship - under Lue's watch. Lue also guided the Cavs back to the 2017 and 2018 NBA Finals.
Phil Jackson coached the Bulls to a three straight titles from 1996-98. Debate the semantics of whether he was fired, but Chicago definitely didn't welcome him back.
Lue is right: Winning coaches - especially title-winning coaches - definitely usually get more benefit of the doubt. But most coaches don't have LeBron James. LeBron warps expectations. For better or worse, the usual rules don't apply.
The Cavaliers had real problems when they fired Lue. They looked extremely misaligned. Lue was saying corny things like the season being about "wins and lessons," not wins and losses. With a record of zero wins and six lessons, Cleveland was brimming with frustration.
Lue wasn't the main problem. The players just weren't good enough. But it's not as if Lue were doing a good job guiding the team through its transition.
The Cavs haven't improved much since firing Lue. They remain one of the NBA's worst teams. They've experienced plenty of turmoil, and not all of it relates to new coach John Beilein. This is the natural consequence of sustained losing. It's no fun, and it would have continued with or without Lue.
I believe Lue believes what he said. But I do wonder how he'd feel if he had to live through more losing in Cleveland. This could be a case of thinking the grass is greener on the other side when it's really not.