I think this is the best option for now for Firminho after leaving Liverpool and there's no harm in trying a new league for next season. Al-Ahli was very good at taking advantage of a moment like this to be able to sign one of the Liverpool legends in the summer and it looks like that will happen soon if there are no other obstacles that make Firminho think again. With this, Firminho will team up with former Chelsea player, Eduard Mendy, who has previously made an agreement with Al-Ahli.
With the level of attention and publicity the Saudi Arabia league is getting currently, it will be very difficult to refuse a contract from the league. Also, the pay the clubs offer is far above what the players based on their age and level of performance will get anywhere in Europe. The Brazilian forward is 31 and has had a flourishing football career, so moving to Al-Ahli as a free agent will be more profitable. The club is currently waiting for Firmino's response which will pave the way for his medical. He still had the option of returning to the Brazilian league because there has been some interest from there.
Firmino would be huge as he is one of the most underestimated players if you look at his performances for Liverpool and that he wasn't part of the first eleven often times. When you say it is about trying out a new league, I doubt that this is what drives any player who is going to the Saudi Professional League. They aren't going there to try out the league, they are going there to bag hundreds of millions.
There is nothing attractive about the Saudi Legaue for now except the money. Most of these players are winding up their football career and SPL provides the opportunity of retiring wealthy enough to live a comfortable life. But as the league develops players might consider moving there to experience quality football. But this will happen only when the Saudi football association makes use of this uncommon opportunity.