The 20-year-old defender joined Blackpool on Tuesday on a free transfer, with a sell-on clause that could one day benefit the Whites.
A former Wigton Moor Juniors and Leeds City Boys youngster, Casey is from a family of Leeds fans, so leaving his home-city club was a wrench, but a necessary step in his career.
"It was a tough decision to leave, but it would have been easy to stay there because I still had two years left on my contract," he said.
“But you get to a point where you’ve got to make the move if you want to make a career for yourself. Sometimes you’ve got to make that step.
“I’m grateful to Blackpool for giving me the platform to make the step up.”
Playing Championship football will definitely present a step up for the centre-half. There is a gulf between Under 23s football and the Football League, as numerous young players from Premier League clubs have found in loan stints even in League Two, never mind the second tier of English football.
Casey is confident he can handle it, however.
“It’s a step up, yes, but it’s one I’m capable of and I back myself to do it," he said.
“Everyone knows the Championship is one of the toughest leagues, but I’m just looking forward to the challenge.
“I can’t wait to get in for pre-season training and I’m glad I got the move done for the start of pre-season, so I can get in, meet all the lads and find out what the club is all about and get going as quickly as possible.”
He feels better prepared for what lies ahead than he would have done without three years under the watchful eye of Bielsa and his staff.
The list of players who credit the Argentine for improving them on and off the pitch is long and distinguished and Casey's words are, by now, familiar ones for Leeds fans.
“It was a bit crazy at times, but it definitely made me a better player and a better person as well if I’m being honest," he said.
“It takes a lot of getting used to at the start, but once you get used to it, it helps you massively.
“I can’t thank him enough for what he’s done for me and what a better player he’s made me.
“I know a lot of people talk about him, but when you’re actually working with him you can honestly see - from when I started with him to when I finished - the difference is massive.”
A new manager awaits now. Neil Critchley's history of developing young talent helped attract Casey to Bloomfield Road.
Headhunted by Brendan Rodgers, he worked at the Liverpool academy for seven years, managing the Under 18s and then the 23s before stepping into senior football with Blackpool in March 2020.
His first full season in charge ended in play-off glory at Wembley, a 2-1 win over Lincoln City sending the Tangerines back to the Championship after a six-year absence.
"The manager (Neil Critchley) was a major factor in deciding to come here because of his past being at Liverpool and working with younger players," said Casey.
"It makes sense for me.
"I enjoyed watching Blackpool’s play-off games. It gave me a better idea of how they play and the thing I liked is how together they looked as a team and as a group. The football they play suits me.
“The club as well, the size of Blackpool and the fact they got promoted means it was a no-brainer for me."
The announcement of the move on Tuesday was greeted with a deluge of messages from Leeds United well-wishers, along with greetings from fans of his new club.
Casey himself paid tribute to everyone at Elland Road and Thorp Arch for playing a part in his development in a social media message heralding the end of a decade-long chapter.
He's excited for the start of a new one.
“[Messages from Leeds fans] mean a lot, but the Leeds fans have always been good with me which I appreciate," he said.
“The Blackpool fans have been really good with me since I’ve joined as well, so I’m really looking forward to meeting all of them.”
“It’s been in the pipeline for a while now and it’s been hard to keep it under wraps, but I’m really happy to get it done.
"I’m absolutely buzzing to get it done."