Rubbish. There is both money and desire to bring in big names in UAE, China and the US, for example.
If he doesn't want to go to Russia for a payday, he's not going to want to essentially retire in UAE/China/US. I imagine he's looking for Europa League Football at the very least.
In terms of clubs that can comfortably afford €150k per week you are looking at Real Madrid, Juventus, Barcelona, United, City, Liverpool, Arsenal, Bayern, Dortmund & Wolfsburg. In terms of pushing their resources to the max for a marquee signing at a push also the likes of Napoli, Spurs, Atletico & the Milan clubs.
None of the first category will take a chance on him and he hasn't been in the form to be a marquee signing for the latter clubs.
This isn't anything against Nani, I think he's a good player who'd contribute if he stayed. However we'd have the same problem with Rooney, Fellaini, Young etc: the only clubs that could afford their wages and a decent transfer fee on top already have better players in their positions.