We have not heard from Mateo Retegui why he left Napoli for the Saudi Professional League? There might be other reasons why he decided to ditch the Serie A for an average league. He might claim that he wants to help develop the Gulf League.
I heard one player say that the reason why he moved to the SPL was to raise money to fund his humanitarian organisation. I also don't think that there is any dishonor for the 26-year-old Italian to move to Al Qadsiah FC. No law says a player shouldn't leave his club at any time. Atalanta also needed the money that was why they accepted £56m.
Nevertheless, I have also observed that the days are gone when players are loyal to a club. Only a few players, such as Luka Modric, can choose club loyalty over money. Players now play for money rather than love for the club.
I do have similar thoughts to what you, there's no official statement that I have seen discussing the reason that made him to leave and it probably could be a valid reason, maybe it's money that made him leave and probably the payment from his club is not enough and he needs to step up, such situation is not something anyone would blame him for and no body knows if he will still go back to his club after some few contract with the other club. Like you also said, players loyalty to their first club is overlooked these days.