I see two players have different roles in Manchester City and they have different reasons to leave Manchester City. Gundogan had a more solid position and role in the club but it is not what Kyle got. He lost his position in their squad late of season. Suddenly he was used in two semi final matches against Real Madrid and contributed well to block dangerous attackings from Vinicius. Unfortunately, he was missing and not chosen in the final match. I believe Kyle felt that he is less important in Manchester City and decided to leave.
I do not think Kyle had this in mind. As a member of a team, they are all aware that there are games where their strength is needed and other games where other people's strength is needed in the game. Kyle Walker is a fast defender and against some very fast wingers like Vinicius Jr he is an excellent choice to close them down, but for some other types of wingers in the champions league, Pep had a better choice. Everything is to the teams success. It is like he wants a new challenge, maybe that is why he wants to leave to another club.