N/S Payton critiques old Broncos staff, says Jets are setting themselves up for a hard fall, etc.

I don't know exactly. He was going to leave at some point, post-Brees retirement. I think most Saints fans at SR.com realize he wasnt going to be here for a messy, perhaps unsuccessful rebuild. Thats understandable and I can live with that, the NFL is a business, first and foremost. He could've just left with a little more class and not given some Saints fans and reporters the sense or notion that he was glad to be leaving and couldn't wait to coach somewhere else soon. Like coaching the Saints had become this "massive burden" he couldn't longer handle and it was a relief to be free again.

That sort of exit does run some people the wrong way even if its unintentional.

But, you're also right, in a certain sense. What would or could have been the right way for Payton to say goodbye and move on to his next coaching challenge?
But other coaches have felt that burden too. It’s been reported that Lombardi felt burdened by being the Packers coach. Then during his year off, decided he missed it by not returning to the Packers, but to Washington.
Jimmy Johnson felt burdened by being the Cowboys coach and Jerry Jones. He ended up in Miami.