He arrived at the club last month and has already played two games for Sean Dyche's team.
Stephens signed a two year deal and believes he was not getting better at Brighton.
The 31-year-old was at the club for seven years and believes he needed a change of scenery to up his game.
"I am coming into an environment where I am going to challenge myself and play a different style of football," said Stephens, per LancsLive.
"Everything about it made sense and I was probably too comfortable at Brighton for my liking, I didn't feel I was challenging myself as much and I had been there a long time.
"So to become a better footballer, hopefully, and have a better career this one made sense.
"To come here and play in a team and the way the manager wants to play, I know I can produce that.
"There were a number of things and along with being close to family etc it just seemed to really fit."