I think people are too quick to forget that footballers are just normal human beings with the same sorts of day to day emotions as anyone else. If you were very happily employed and settled in a city you love with family and friends around you and you found out that your employer was likely letting you go, would you shrug your shoulders and move to wherever they would like you to go or would you demand a talk with your manager first?
Personally I'd be having that face to face with my manager first because even if I didn't manage to change their mind, I wouldn't want to miss the opportunity to tell them they are a cnut and I hope they're also sacked before Christmas.