Musa joined the Middle East side in a deal reportedly worth over £18m, shortly after starring for Nigeria at the 2018 World Cup in Russia.
Leicester City assured him of a spot in the team this season after his struggles last season, but the forward decided on a big money move to Saudi Arabia, leading to talks about him putting money ahead of his career.
In an interview with journalists, Musa insisted the final decision was not taken by him.
“I wanted to stay in England because that has been my dream for years but what will you do when you’re told a bid has been accepted for you? I had to move to where I know I will be celebrated.
“Talks have been on about how I moved for the money but nobody has considered the fact that Leicester City also sold me for the money. Transfers can only happen if both parties agree to it and that was my case,” he said.