If I remember correctly - he also didn't turn up with Ole and Ralf as coaches so what does he on about ?
I think it's quite clear that there simply is broken trust between Sancho and EtH which likely wasn't the case with his other managers. When he came to United he reportedly was sick early on which made his start very complicated, but that's nothing anybody would blame on the manager. Ole than struggled to build Sancho into the side but probably it was clear to Sancho that he would have to find his place even if playing in positions he didn't like etc. Did he do well? Not so much... but still I can't remember Sancho and Ole complaining over each other. Even weird experiments like training sessions with Sancho as wing back clearly had the intention on Ole's behalf to get him into the team and I think Sancho appreciates that.
Rangnick also did use him and let him play and also here I can't remember personal complaints about each other.
If we look at Dortmund/Terzic, he was mocked a bit recently for Terzic publicly criticising him and why he wouldn't react like he did towards EtH for doing something similar. Instead after the match on the weekend Sancho was highly critical of his own performance despite scoring his first goal since his return to Dortmund.
So all in all it seems to me that Sancho doesn't have big issues with anybody as long as there is trust. And that (for whatever reason - I am pretty sure it was never made public and likely won't be for years) just doesn't exist between EtH and Sancho.
Disclaimer which always seems to be necessary when I post about this: I don't blame EtH for this or think he did something wrong. Maybe he did, but I just try to look at Sancho's perspective and try to understand why he acts towards EtH like he does.