RVP only has one career, why would he choose to sit and play for a team and manager that have shown they're incapable of winning trophies, you can't blame one player for lack of success....success is down to a whole team and requires every part of that team to be right, if you have 2-3 top players and some average to below average ones who also lack the hunger you're not going to win anything.
I can totally see where's he's coming from, he's been at the club for a long time and has seen the methods fail time after time (which you can see from the players reactions is soul destroying to watch), when discussing change with club it seems they've been unwilling to change a losing formula in any way, there's only so long a player can believe in this failing policy.
His contract is running down (our fault as we chose not to tie him down, you might argue it's down to his injuries but that's tough luck, part and parcel of the game the injuries aren't his fault after all) and he's coming up to the last few years of his career at the top and it's totally understandable that he'd want to try his hand somewhere else, at a club who do have a genuine chance of winning and don't see a CL place as the holy grail.
I'm sorry but Wenger and co have had enough time to make this policy work, they haven't and yet they persist with it, if there are still believers out there, IMO they are delusional. If you want players to stay they have to believe in the vision, none of them do anymore and who can blame them!