I see no reason for him to want to have bigger legs.
What do "very muscular" thighs provide you with?
Speed? No.
Strength? Depends on what activity. It rarely ever translates well into functional strength that can be used for fighting or acting out fighting scenes, as it can make your movements look slow/sluggish. For gym purposes, sure, but who cares about that? He isn't a power-lifter and no acting roll he does now requires close-up shots of his legs.
What it does provide is an impediment to fitting into nice suits, wearing regular clothing and jogging a few miles without developing terrible cramps.
All that said, he is Sylvester Stallone. He is rich and has worldwide fame. Any woman would be interested in him, as we all know that money makes you incredibly attractive. That and how cool would it be for anyone to spend time with Stallone and simply hear his many stories?
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