The Super Eagles forward completed a four-year move to the Saudi Professional League on Friday after spending two years in the English top-flight.
Musa struggled for playing time at Leicester City after his club-record move from CSKA Moscow in 2016 and managed just two goals in 21 Premier League games before he was loaned back to the Russian top-flight side for the second part of last campaign.
However, Super Eagles coach Rohr believes that his decision to go to the Middle East is a good choice for him and does his chances in the national team no harm.
"I am very happy for Musa. It's good for him to go to a club where he is playing than to a club where he is not playing,” Rohr told KweseESPN.
"The assistant coach at Leicester [Jacky Bonnevay] is someone I know, and he is sad that Musa has to go. He saw him training and he was very happy.
"I do not say that [Musa's international career will be jeopardised by his move to Saudi Arabia].
"He is an important player for us, and he is going to a club where he plays, that's important.
“It's better for us that he plays all the time than he stays on the bench."
Musa was outstanding for the three-time African champions at the 2018 Fifa World Cup with two goals in three matches in Russia.
He will hope to make Rohr's squad when Nigeria try to get their 2019 Africa Cup of Nation qualifying campaign back on track as they face Seychelles on September 6, after Matchday One's loss to South Africa.