In August 2005, Essien declared that he would "go on strike" against Lyon because of the club's refusal to transfer him to English Premiership champions Chelsea. It was announced on 14 August that Lyon and Chelsea had agreed a £26m fee for the Ghanaian, finally ending one of the longest running transfer sagas in recent English football history. Essien is now Chelsea's second most expensive signing after the club signed Ukraine forward and captain Andriy Shevchenko from A.C. Milan on 22 May, 2006.
I dont think it would be for him a step forward, Lyon is one of the best teams in Europe, if not the best (momentary). Ok, the League 1 is a little bit worse than Seria A and maybe hes looking for new challenges.