Unlike Ancelotti, I see that Alonso works with the players a bit differently. When Ancelotti was the coach, everyone noted that the atmosphere within the team was very friendly. Ancelotti tried to maintain very good relationships with each player. With Alonso, things are a bit different he tries to take a more professional approach, and it’s already clear that he doesn’t have the best relationship with Rodrygo. I believe the same is happening with some other players at Real Madrid whom he doesn’t plan to work with. That’s why I think this is also affecting the atmosphere within the team, and not in the best way.
Xabi Alonso just took over as the coach of the club, so he needs time to get used to some players. Sometimes players might not be comfortable with the style or behavior of the coach and they might want to leave. He wouldn't force players to remain in the club if they are not comfortable. In the case of Rodrygo, I suspect that both of them are having a frosty relationship and the best option for the Brazilian player is to leave Real Madrid. It is also possible that they can decide to respect each other and the player will continue with the Spanish outfit.