I, too, wonder about this, and wish Mr. Puzo was alive to help us ponder, or maybe this is exactly how he wanted it. Probably.
First, I always thought Michael WAS married to Kay when he went to Cicily. No? I need that cleared up.
If he was not married to Kay, and Apollonia had lived, I believe he was so incredibly in love with A that nothing else mattered. Maybe I am too romantic, and not understanding enough about power, but like you say, he was going to be powerful anywhere.
Apollonia did not seem the type to be as curious about "the business" as Kay. She would have had babies, and been reminiscent of Michael's mother where the family members, the parties, and the well-being of the fmaily was her focus.
But, was he married to Kay? I thought he was told in Sicily that Kay had had a miscarriage (then later it was an abortion). I may have my timing out of line, or maybe she was pregnant but they were not married.