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The biggest trouble for him would be reputation, because if he leaves Al Nassr and joins Al Hilal, first of all they do have a striker there, and secondly he would be leaving the team he was on, and joining the winners, that would be cowardice instead of try to win with the team he is on.
Also, even bigger danger would be losing, this team won without him twice, so if he joins them and they lose, that would actually be terrible for them and would be hated, he would be mocked beyond recognition as well. I think the best thing he can do would be either staying with this team or leave for another league, that should be the most important part and I believe we are going to see the results being something great.
His contract with Al Nassr will end in the summer, so this will be Ronaldo's last struggle with Al Nassr, unless CR7 is interested enough to continue his contract with Al Nassr, because Al Nassr itself is ready to extend CR7's contract until 2026 or even until 2027.
And I hope the mega star does not end up being a coward just because of a trophy. Because if he ends up being a coward, then the reputation he has built for years will be destroyed in an instant, and that is not what is expected from the mega star CR7.
They have tons of funds remaining in their reserves, and therefore I honestly don't understand why they are not getting good players. I agree that Ivan Toney and Alexander has been good picks so far. BTW, Ivan Toney was an expensive pick. Reportedly Al Ahli paid somewhere around £20 million a year to get him in their squad. Edouard Mendy is getting £16 million, while Riyad Mahrez charged a massive £30 million per year. Even after these purchases, Al Ahli doesn't have the required team balance.
Al Ahli has burned quite a lot of money to be able to deepen the depth of his squad, but it seems that it is still not enough, they still need a few more players to really be able to deepen the depth of their squad. And playing ten matches with 4 wins, 2 draws and 4 defeats, of course this is a fairly disappointing result for Al Ahli.