Football is more than money. I don't know exactly what is going on within Al Nassr but they may have some dressing room problems, maybe the alchemy among the players is not good, maybe they don't like the manager... There are a ton of different reasons. And having someone like Ronaldo in your team may be both a bless and a curse at the same time because now he is more than a player, he takes decisions for the team.
Yup, this is a fundamental truth that football is not only about money. Al Nassr lost the final and there is a debate among the football fans whether Ronaldo is a blessing or make him responsible for the loss of the final.
It is largely due to him that Al Nassr and the Saudi League have gained popularity globally. However, there are some things that put pressure on Al Nassr and Ronaldo himself. Where every win credit goes to him but if the team loses matches the fans put all the blame on him. This can sometimes put unbalanced pressure on Ronaldo and may affect his performance.