Well, there are several managers who have said no to Real, including Conte, Wenger, Nagelsmann and Allegri.
What is perhaps a little surprising is that Ancelotti has done this before, or coaching top clubs is largely what Ancelotti has done throughout his career. Now he had the opportunity to build something of his own, and if he had succeeded he would really have created a legacy as one of the best managers.
Instead, he takes his first flight to Madrid when the opportunity to be Perez's obedient servant until Perez has had enough of him - something that will happen fairly soon. I think that says a lot about Ancelotti.
Based on the teams he has coached throughout his career, this is the manager who has underperformed the most. He didn't really have a chance at Everton.