Real Madrid's success is comparative. Meaning that they already have great players, so Rodrygo needs to realize that he is not fit into their plans and he is a great player and he needs to leave for a club that will give him some time. But at the same time, why would Real Madrid give him away for free? It's obvious that they will ask for a ton of money for him, and that's the real dilemma.
Because if they are not planning on using him, only a few teams in the entire world can afford him, and if they do not buy him, then he will be a bench player all year, making him worth less next summer, and they would have an expensive asset in their hands which would not make sense. I would say, either find a team now, or play him often all season long.
At first it was like Rodrygo was a part of Xabi Alonso's plans. But currently things seem to have changed... It is sad to see a talented player like him can't find a place for himself at Real Madrid anymore.

Chelsea has been in the rumours but let's see. The thing I know for certain is that his priority is staying in Europe. This is why Al-Nassr's interest won't change his mind. He needs to be in Europe at this age if he really thinks about his career development.