Tbf he's just acting the way Italians used to in the 80's and 90's placing his domestic league above all. I've no problem with that (Apart from his nation's lack of talent but that's another story). Traditionally both us Brazilians and the Italians never paid that much interest to continental competitions because our domestic leagues were where the glory was.
BUT there's a difference, a huge difference i must say. Lega Calcio was regarded as more prestigious than the CL because it had the best teams in the world. The English clubs of today aren't the best. In fact, apart from Chelsea they all pretty much can't compete at Europe level.
So yes, he's delusional.