There's nothing indicating that we haven't already. All of the reporting on Andreas Pereira has been one-sided i.e. from Flamengo's perspective. We've got no reports on the European interest, but that doesn't necessarily mean there's nothing to it, merely that the clubs want to keep things quiet (see Gedson Fernandes' Besiktas transfer as an example).
On Andreas' preference, yes, he does want to stay at Flamengo, but he felt the exact same way about Lazio before this. I think he just wants a club where he can play regularly, and whichever club that is, he'll play his heart out for them.