In a 'perfect world' I think almost all United fans would rather we held on to De Gea and let him go for nothing rather than let Madrid walk all over us again. It would set precedence, send a message about our stature among the elite clubs and as others have noted, we shouldn't need the money.
But, that assumes two HUGE things:
1. De Gea is professional enough and good enough not to let that derail his 15/16 season with us. At the highest level, the difference between 99% and 100% is huge. Can we trust him? Most players are not as personally driven as Ronaldo. And the Spanish media will ensure he's in the World Cup squad, no matter what happens, so that he moves to Madrid next year.
2. We believe we're best positioned to replace him next season, rather than this offseason. Cause we're not going to get a United-caliber keeper to come sit on the bench for a year.
Personally, I think we're best if we accept that Mendes/De Gea/Madrid have played this perfectly, and we're screwed, and move on. No point in being bitter, having Ed Woodward in charge of transfers is the football equivalent of having to rely on Bebe.