If he answers the question and says openly that he asked for a transfer, then he ruins his relationship with the fans and makes signing a new contract with the club very difficult.
If he answers the question and says that he didn't ask for a transfer, then he picks a fight with Sir Alex and makes contract negotiations more difficult.
The reality is that he wants to get paid, and he has an agent who is instructing him to do everything to force the club to pay him what he is worth.
But personally I think that if he were speaking openly about what happened in the summer, then there would be no chance of his signing a new contract with the club. The fact that he is keeping it close to the chest indicates that Rooney is happy to stay at the club---for the right price.
And, let's be honest, while we would like players to all be like Paul Scholes and to not use an agent and to love their club, the reality is that players only get a certain number of contracts in their career. A serious injury could turn off the flow of cash at any time, and why shouldn't a player make as much money as he can. Being a loyal soldier might mean making less money, and a player might ask themselves how that is fair.
I think Rooney wants all the money his evil agent can get him, and he wants all the plaudits of an adoring public. The truth is that he will never be loved like a Scholes or a Solskjaer, sadly, but I'm sure he can live with that.