Why cause he doesn´t want to play along in the Real Madrid meat factory. Madrid throw away players like trash, if they don´t play along with their cash-in game like Ozil and DiMaria.
Madrid pay outrageously high transfers fees, but low wages. Then they think they are entitled to (recover) another high transfer fee by selling the player again before his contract expires. Obviously the player, in this case Khedira, would have to take a lower wage at his new club. So Khedira said "feck no", I was underpaid at Madrid. Now I want to cash in on MY last big contract as the only player in the world that is a reigning CL and World Cup winner. That´s what happened here.
Khedira has been nothing but a top class professional his whole career, but as soon as he didn´t play along with Madrid´s meat grinder tactics, he gets buried in the Spanish press and by their sheep fans. They also bullied DiMaria and Ozil, neither would have left Madrid on their own. But they needed to go, cause Madrid needed the money for their new toys Bale and Rodriguez.