Kay I think. He wanted a women not a girl.
If he was able to stay with Apolonia he would be completely surrounded with the Mob-culture. He needed Kay to anchor him to the outside world, a women who could think for herself with her own value system. There was still a part of Michael that yearned to be like he was at the start of GF 1.
IN the 3rd part he succeeded to an exent in getting back there. He had a lot to thank Kay for for that.