I don't think that it's Rodrygo that is anxious of leaving Real Madrid, rather it is his manager that is pushing for that moves because he feels that Rodrygo isn't given enough time to play on the field. Left for Rodrygo alone, he still has passion playing for Real Madrid and believes he will definitely get on spot as part of Madrid first eleven in future.
Yeah, he doesn't want to leave because there's this news about him I read few days ago, were he said he wants to fight for his place in the starting eleven and that if he leaves, it's not if his own decision but the club. The thing, most of us that's not in the club knows that his not needed by the coach and how can you fight for your place when you're not given the opportunity to play? The more he stays, the more he will be getting playing time. The club wants to cash in on him and if any club comes with the amount that Real Madrid wants, they will sell him.
It's true. Real Madrid made him the player he is today he achieved lots from the club and there's better hope of achieving more there so I don't think any player would want to leave such a club. I would say that the new manager should give opportunities in the Pre-Season to prove himself worthy but it seems Alonso have made his choice that's why he didn't hesitate to put him up for sale.