Paul Whelan called CNN from prison on Thursday, saying he's "happy that Brittney is going home today and that Trevor [Reed] went home when he did -- but I don't understand why I’m still sitting here."

Whelan said he's "greatly disappointed that more has not been done to secure my release," adding, "I was arrested for a crime that never occurred."

Whelan, who has been imprisoned in Russia for nearly four years, said his message to Biden is: "This is a precarious situation that needs to be resolved quickly, and I would hope that he and his administration would do everything they could to get me home. regardless of the price they may have to pay at this point."

Biden said Thursday that the prisoner swap was "not a choice" between Brittney Griner and Whelan.

"Russia is treating Paul's case differently than Brittney's, and while we have not yet succeeded in securing Paul's release we are not giving up. We will never give up," he said.

"We'll continue to engage the Russians on Paul, and we'll continue to look at everything possible to bring him home," Secretary of State Antony Blinken added.

-ABC News' Ben Gittleson

The Phoenix Mercury, Brittney Griner's WNBA team, celebrated their star player's return Thursday.

"Miraculously, mercifully, the count of days detained has ended at 294, and our friend, our sister is headed back home where she belongs," the team wrote on Twitter. "The emotions for our organization, just like for our fans and so many across the world, are those of joyous celebration, deep gratitude, grief for the time lost, and sincere hope for all families still awaiting the return of a loved one."

Griner has played her entire nine-year career with Phoenix, making eight All-Star teams and winning the WNBA title in 2014.

The team had posted each week, saying how many days Griner had been in detention in Russia and continuing to advocate for her release. Teammates like Kia Nurse, Brianna Turner, Sophie Cunningham and Shey Peddy tweeted their relief at Griner's release.

"BG's strength in this process, her unwavering belief that resolution would come, and the hope she displayed every day is what kept all of us believing this day would come," the Mercury said in its joint statement with the Phoenix Suns.

"We no longer have to Bring BG Home -- she's on her way," they concluded.

Brittney Griner is en route to Brooke Army Medical Center in San Antonio, a spokesperson at the base confirmed to ABC News. She's expected to arrive late Thursday night or early Friday, according to the base.

-ABC News' Gina Sunseri and Ben Gittleson

WNBA Commissioner Cathy Engelbert applauded the release of Griner, an eight-time league All Star, and said she showed "extraordinary courage and dignity in the face of enormous adversity."

"There has not been a day over the past ten months where we all haven’t had Brittney Griner on our minds and in our hearts and that has now turned into a collective wave of joy and relief knowing that she will soon be reunited with her family, the WNBA player community, and her friends," Engelbert wrote in a statement.

The WNBA celebrated Griner all season, putting her No. 42 on every court and even having every player in this year's All Star Game wear her number. Many players spoke out throughout the season for her release.

NBA Commissioner Adam Silver, who had also consistently pushed for Griner's release, said in a statement, "Brittney has had to endure an unimaginable situation and we're thrilled that she is on her way home to her family and friends. We thank the members of the NBA and WNBA community who never wavered in their efforts to raise awareness of Brittney's unjust circumstances."

Seattle Storm star Breanna Stewart, the 2018 WNBA MVP and a teammate of Griner on both the U.S. national team and Russian squad UMMC Ekaterinburg, had posted a plea for Griner's release every day on Twitter, counting the days and tagging President Joe Biden, Vice President Kamala Harris and the White House in the posts. On Thursday, she wrote, "BG is FREE!!! 294 days and she is coming home!!!"