If he still wants to stay, it shows his mentality. He probably doesn't want to give up easily, he wants to prove himself with Manchester United. As for the loan, I think it's a very good idea. Højlund maybe get some playing time and Milan could see his potential before full transfer. But, for a full transfer, I think for more than 40 million, Milan could get another player with more playing time and better than him. I'm also not sure Allegri would play him at Milan. Many young players fail to secure a place in the starting eleven i think it very possible happens to him too.