If someone said to you, "Do you want to win the CL?" or something like "what is your ultimate ambition?" then that is what you would say in response.
If someone asked you where you want to play next season, and you say you want to play in and win the CL, it's a little different I think.
That's the context I saw the quotes in.
Edit: I hasten to add that I have no problem with him saying that, as long as he doesn't go full cunt he can go and I'm not holding anything against him.