Well, firstly, I accept the situation in modern football where clubs have certain power over players and players have certain power over clubs. Beckham for example is on record saying that he never wanted to leave, but the club sold him as it was seen to be in the interests of the club to do so. There are many examples of where players have done the opposite, Ronaldo for one.
At the end of the day IMO, these people are employees, and playing football is their job, so in the modern age, with so much money sloshing around, nobody should expect loyalty from a player, and a player should not expect loyalty from the club, and supporters should accept that. Where I can understand fan bitterness and upset is where a player runs down his contract and either devalue himself or even go for free - read Sol Campbell and Micheal Owen. If a fan gives loyalty to a player, then the player can at least provide loyalty to them in ensuring that his transfer fee will be as high as possible.
So, in my view, he's only a player, it doesn't upset me one jot if he wants to leave, that's his prerogative to do with his life what he sees fit, however, I would like him to sign a new contract and then allow the club to sell him with the strongest hand possible. In the mean time, I expect him to continue to give his all for the club on the pitch to give the fans back what they have given to him.
Why does he want to do this? Your guess is as good as mine - money, a change, a new challenge, a bust up with someone, drama queen like dummy chucking, blind stubbornness, frustration with where he sees the club is going, his wife wanting whatever. It could be anything, but it will all come out in the wash eventually.