Some info on his departure from KC here. Apparently Sportrac thought he would get 4 years, $28 million. Sounds like a young ascending player who was a part time player at KC that KC just couldn't afford to keep.
https://heavy.com/sports/kansas-city-chiefs/willie-gay-jr-free-agency-message-steelers/
https://www.kansascity.com/sports/spt-columns-blogs/for-petes-sake/article286584945.html