The 27-year old French defender left Wolves to sign with Ajaccio in January but said he could have continued his career in England with either the Saints or Latics but wanted to play as a centre-back and not as a full-back.
"I broke my contract with Wolves, where I had five months left, and signed for Ajaccio until the end of the season," Zubar told L'Equipe.
"The idea was a new challenge. Above all, I wanted to find my right position again as a central defender.
"In England, I was always played as a right full-back. This winter I had opportunities at Wigan or Southampton, but not as a central defender."