A lot of players have poor mentality issues. It's up to the manager to contain them, if not fix them.
To ask for one of the best players in the league to leave (on what would potentially be a free transfer to likely even a league rival) is absolutely reckless and unprogressive rhetoric considering the current state of our club.
Now, what I suggest does not mean that Sanchez should have complete leverage and carry himself as a superior to the team. There have been time and time again where we've seen players who have been utterly selfish, egomaniacs, and self-absorbed to a far greater extent than Alexis, but they have gone on to become club legends and record breakers. It's about man-management and team dynamic, which quite honestly, is at one of the most dire states ever for this team. Sanchez's technical skills are one of the best ever in an Arsenal jersey, period. His mentality is piss-poor, but the latter is far easier to manage/improve than the former at this stage of a football career.
I look no other than to Wenger to see if this is a task he can resolve, not only with Sanchez, but how the entire team conducts themselves in regard to their mental determination, tactical discipline, and will to succeed, even if that means dropping key players like Alexis that are cutting it short.