Ziegler admits he feels no link with the Bianconeri.
"I don't feel connected to the team," the Swiss international told Rete Uno.
"I'm still under contract with the Old Lady, but they never made me feel like part of the project and I therefore don't follow them too much.
"They wanted to sell me, but they asked for quite a high price and that meant that no agreement could be reached with interested clubs.
"Then Lokomotiv arrived, they have allowed me to play football and express myself. I'm therefore happy."