Jordan is made of money.
Jordan has already made the mistake of purchasing a team and running it into the ground. I don't think wants to be involved with another one, especially in a sport where he means nothing. Remember, part of the reason Jordan got the Bobcats was because of who he was. Larry Bird actually had a functioning ownership group assembled, but Jordan just smiled and got the bid.
Not only did he create arguably the worst sports team in American history, but he means nothing as a football player. It'd be a hard sell to say "yeah i couldn't do it in the sport I was best at, but I bet I could figure out a different one."