The 30-year-old has signed a seven-month deal with the Welsh club after rejecting a "number" of advances from clubs in the Guinness Premiership.
The winger, who has previously undergone a kidney transplant, has also defended his decision to move to the Celtic League.
Lomu told The Herald: "The reality of my position is that I have to be playing week-in, week-out, and sending a big message to the All Black selectors.
"And, although I was made approaches by several English clubs, I reckoned the Celtic League would be a better competition in which to be involved.
"The cash isn't important - I have been incredibly fortunate in that respect, especially when you consider the poor wages earned by most of my Pacific Island brothers.
"But I have unfinished business with international rugby, and I have never shirked a challenge or gone into anything half-heartedly before, and I don't intend starting now.
"I imagine that some folk in England will argue I have taken the easy option by going to Wales.
"But, frankly, I watched last year's Six Nations Championships and it was pretty obvious to me that most of the quality fare was being served up by the Irish and Welsh, prior to the latter winning the Grand Slam.
"So I have no doubt I will have to be at my best to thrive in that environment."