Neither ungrateful or confusing. "Transferring" will be difficult at both the nomination and the appointment level. My personal opinion would be to decline USMA, go to a traditional school or a dedicated Service Academy prep program and reapply next year. This option will keep you a free agent. Enrolling into USMA will make it harder.
Plenty of opinions on the topic, so I am eager to see what others suggest.
BEFORE opting out of what you already have secured, I would simply think long and hard about Plan B to know if you really want to risk it. It's a gamble for sure. You have a great offer at the moment with USMA. There are reasons you applied and it is not uncommon for applicants to be accepted by a school other than their #1 pick. The question is whether or not you are accepting of taking a different path to a similar outcome. Most are thrilled that they have a shot at one of their top school choices. However, if you have concluded it is USNA or bust.... there is a path for that.