The Belgian defender, 27, would reportedly be open to a Goodison Park move in search of more first-time football.
He told RTBF: "Go down a notch? What does that mean?
"What I want is to play football. I still have two years left of contract in Paris and my goal is to stay in Paris. We like it a lot.
"Michy Batshuayi made a very good choice by going there. The pleasure is to play football and that's what I miss for now."