The Uruguayan says he was involved in the decision to reject a bid from the champions.
"While we are talking about one of the best clubs in the world, at 20 years of age I was not going to get minutes.
"I think that the best option was to stay in Las Palmas. In football anything can happen, you do not know how long you have to improve everything.
"Now I'm thinking of Las Palmas and to finish the season as high as possible," said Lemos.