The 26-year-old joined Los Verdiblancos from Lyon, having previously been linked with a wide range of top European clubs.
"I can understand that my decision to come to Seville was difficult to understand when you come from a club like Lyon, who play in the Champions League every year," Fekir told Telefoot.
"It could be a bit incomprehensible."
However, he insisted that a move to Betis and LaLiga Santander was ideal for him.
"I like facing up to challenges, even if they seem a bit crazy," Fekir explained.
"LaLiga is perhaps more suited to me than Ligue 1, it's more technical and focused on attacking."