"I was dreaming of playing in Europe. It was the last chance for me to move abroad because I'm not young," the 35-year-old goalie said.
"Maybe Ahli have a better reputation than Sion, but playing in Switzerland could allow me join a bigger team in Europe," he told Goal FM.
Al-Hadari has joined Sion in bizarre circumstances, apparently invoking a FIFA rule to depart without Ahli's approval.
However, the veteran guardian stressed that Sion officials want to wrap up his deal in a friendly way.
"Sion have contacted Ahli once again this morning to open new talks regarding my transfer."
After Al-Hadari's impressive displays in Egypt's African Cup of Nations triumphant campaign, Sion made a $400,000 bid for his services.
But the Egyptian champions have turned down Sion's offer as they deemed it unsuitable to someone of Al-Hadari's caliber.