What do you think makes him not feel at home in the Saudi pro league? Could it be because the environment is uncomfortable or because you don't have the passion to play for Al-Shabab? However, if he wants to return to his country's club, that seems like a strong reason for him. However, he is a legend who still longs to return to his country and I think it is the right decision after much consideration.
Luckily Al-Shabab is quite open if Rakitic wants to leave and at least he doesn't leave a bad impression on the Saudi pro league which is usually only after big money. Rakitic proved money is not everything even though he did not complete his contract with Al-Shabab. With this, I hope that Al-Shabab is ready to find a replacement considering that next season is getting closer.
I am honestly surprised how there aren't more players who are rejecting or leaving, because the cultural difference is huge there. I am not talking about anything "good" or "bad", I am not saying one side is "right" and the other side is "wrong". I am just saying that we are talking about a huge difference between most European nations and Saudi Arabia, it is just not similar, we have to accept that. That means, a player who lives 30+ years of his life in a culturally different nation, going to another different one, may face some issues, it may not feel the same. This is why some players probably just reject right away, like how Kroos didn't even consider, no matter how much money they offered him, and some players like Benzema and Rakitic have problems adjusting.
This is not really weird, it's normal that people may get used to living one way all their life and may feel weird about living some other way rest of their life, this is why it's important to remember that this is nobody's fault. We need to focus on how to make this work, and if they really want to make it happen one way or another, they just have to focus on the players who are single, easier to convince just one player, compared to their whole family.