The 25-year-old Dutchman was a target for the Spanish club two years ago but did not want to leave Ajax on a free transfer.
Instead, the Holland international signed a new deal with the Amsterdam giants, shunning Diego Simeone's advances, before being bought by United for £13.8million last summer.
"I could have signed for Atletico if I wanted to but I would not have cost them anything apart from my wages," he told Helden.
"They did not really have to make an investment to sign me. For me, that is always a bit of a disadvantage."