The midfielder was sold on transfer deadline day to Milan for just 500,000 given that he was in the final year of his contract.
"I'm still not sure why Palermo allowed my contract to run down into its last 12 months," Nocerino said.
"I wasn't at an age or had significant enough wages which would have forced Palermo to sell me in that way.
"I don't know if there was someone there who didn't believe in me. I was disappointed at the start as I left behind some good friends."
Nocerino, who scored a hat-trick against Parma on Wednesday, added: "You'll have to ask President Maurizio Zamparini about the decision.
"I was expecting to sign an extension to my contract and I was ready to. It looks like it was my fault that I left, that I wanted more money or that I wasn't happy. All of that is not true."