After leaving Roma, he didn't go to the Saudi league, but Mourinho. If he really wanted to, he would probably be managing a team in the Saudi league now. I don't think he wants to leave Europe. I don't think money is a priority for him. Also, they didn't sign Lukaku, but Dovbyk came and I think he is a striker who can do good things. His presence is more important for Roma than Lukaku.
I also think that money isn't a priority for him, he has nothing to do with money if maybe he isn't happy. I waited to answer you to understand Mourinho's motivations a little, maybe he doesn't like the league or maybe he really loves staying in Europe. I honestly don't know the motivation behind this choice.
They are free to choose and of course, if there are still European teams that are interested in him then of course he will also choose to stay in Europe. But anyway, if for example he chooses to be in the Saudi Pro League too, I think it won't be a problem because that freedom of choice is what makes it not be a problem whether he stays in Europe or chooses the Saudi Pro League for his next career. Even though money isn't everything, but at least there will always be the option to accept it.
But regarding AS Roma with De Rossi's efforts to improve the performance and quality of AS Roma next season,I think it is clear that AS Roma has also succeeded in bringing in players who can currently still be seen as the right choice or signing. Thus, I also believe that AS Roma will be a team that is very likely to be able to compete in the top four zone next season.