Doesn't matter if Sanchez is out of control (selfish, not passing) or Wenger is not able to tame him, he can go and should go wherever he wants, the place that can benefit him most.
Arsenal pay him, and he plays his heart out, that already even out. He does not owe Arsenal/Wenger anything.
To say he "loves" Arsenal or "love" playing for Arsenal is just PR. By any means, he has a better chance to get either a bigger pay check or a higher chance to win something big, bigger than the FA Cup.