Because when Pellegrini/Mourinho/etc leave a team every players suddenly wants to leave because the manager that brought them there has left.
He didn't sign a contract with the manager but with the club, and a contract doesn't specify who the manager they will play under is going to be for the length of their contract.
Boo hoo, he doesn't know who is making the decisions.... maybe. He has a contract, he signed it, he gets paid a lot. Most teams aren't controlled by managers regardless of what fans think. Fergie didn't have a blank cheque with which to run his team, they sold Ronaldo because 80mil was more important than Ronaldo to the owners. As it stands, I would say 95+% of players in the league outlast the manager that brought them in with very few managers these days staying longer than 2 years and lots of players staying for longer than that.
Clubs sell top players, the price they got for Shaw and Lallana were simply not able to be turned down. 20mil isn't outrageous while almost 30mil pretty much is for certain players. One lets you buy likely a very good replacement with a little spare, the other lets you buy two very good replacements and strengthen the team overall as say Liverpool are doing with Suarez, as Utd attempted to do with the Ronaldo money(Valencia... lol).
He's being a douche.... he didn't get the move he wanted, the club had the temerity to hold him to the contract he signed willingly and was grateful for.... so he's pretty much refusing to go back?
Going back to exactly what you said, Barca are selling big players, the manager who signed any of them isn't there any more and no one knows who is making the decisions, manager, board, Messi, so why would any player want to stay?
WHat I'm highlighting is that you've described the situation at almost every club on multiple occasions. The only club now in which I can think of to which it doesn't apply(in recent history) is Arsenal because Wenger hasn't left and everyone there was signed by him. What you're effectively saying is that every player in the league outside of Arsenal, should be able to leave because the manager who signed them left. Yet 99% of players in this league don't threaten to strike after a manager leaves, when big players are sold. Which other Spurs players threatened to leave or force their way out after Bale was sold, with a new manager, with who knows making the decisions?