And Lovren has suggested that, having won the Champions League and finished runner-up at the World Cup in 2018, he wasn't prepared to accept a temporary move that didn't guarantee him regular first-team football.
He told Sportske Novosti : "I feel relief after the transfer window is closed. I got tired of reading and listening every day about me leaving or staying at Liverpool. Everyone wrote 'Dejan is here, Dejan is there', and they knew nothing! It annoyed me, I got a headache because of it throughout the summer.
"I didn't want to force my way out of Liverpool. Two years ago I signed a four-year contract and I've enjoyed every moment at Liverpool. I've achieved big things that would not be possible had I not been at such a big club as Liverpool. We played two Champions League finals, won one, and I enjoyed the coach's trust.
"But after the World Cup I cracked - both physically and mentally. The best way to say it is that I was worn out. I didn't feel the passion or tension that I did before and after three to four months out I got injured too.
"As I returned, Jurgen Klopp didn't like some things and I understand that. I arrived at the training camp injured, although I didn't know I was injured. I knew there were some problems but I believed I'd solve them as usual.
"I had put up with pain until I just couldn't stand it anymore. And, as I returned from injury, it was hard to get in the team that was on a winning streak. The coach felt he didn't need me that much. I played some matches but I wasn't happy.
"I accepted my position, talked to the coach several times, talked about the season ahead of us and Klopp made it very clear: he told me that I could leave if I found a new club and if I wanted to leave. But he also told me he and Liverpool needed me.
"I did consider a move, I knew I gave my best for Liverpool, won the Champions League and I am not the kind of player that likes to be benched and earn money for that. Yes, some people around me advised me: 'What do you care? You are at a big club, shut up and take the money'. But I am not happy sitting on the bench.
"Milan contacted me but Roma were the most persistent. But negotiations didn't go well. I don't want to go somewhere and prove to someone who I am and how I play and whether I'm ready or not.
"I am professional, won a Champions League, silver at the World Cup, I achieved big things in football and don't deserve to go anywhere on loan. And to have someone checking me, my quality..."
Lovren, who is seemingly behind Virgil van Dijk, Joel Matip and Joe Gomez in the Liverpool central defensive pecking order, added that he has spoken to Klopp, who has reassured him that he is still needed at Anfield.
He said: "I feel very happy because I felt Liverpool were by me all the time, I respect that a lot. Klopp told me: 'Listen, buddy, you are top-class player, we will not let you go on loan, we need you'. When he told me that it was unclear to me because I know I'm in the worst position of all the centre-backs in the team.
"But there will be a lot of matches, some injuries are possible too. I wanted to leave, it didn't happen, I was told Liverpool need me and I accepted that. It was not meant to be for me to leave.
"Last week I spoke to Klopp again, he told me he understands me, knows I am not happy, but he also said: 'Look, now it (the transfer window) is finished, I want you to reset your head, you're important'.
"I feel I am in my prime, in great shape, mentally ready and you cannot buy experience. Not many players played in a World Cup and Champions League final. That is why Liverpool wouldn't let me go on loan. You have to pay to get quality and not go somewhere and prove something to someone."