He's got buckets of talent, but I wouldn't be surprised if Jose is open to his exit. Despite all his ability, he doesn't seem to do what Mourinho wants a wide player to do, where as Sanchez, Rashford, Lingard and Mata do.
Mourinho doesn't hold players back from leaving if they are set on leaving so long as they get what the player is worth. By that token, there aren't many who can afford him.
I'd be surprised if it's just a "give my client a better deal" angle. I imagine Martial feels he's good enough to be starting every week, because he is, but he's still very rough around the edges. He doesn't seem interested unless the ball is at his feet, and he needs to add more to his game than just being a dribbler. He needs to make runs and sacrifice himself to disrupt defences, but he doesn't do that nearly enough. Personally I think he's worth persevering with from a coaching perspective, but perhaps Mourinho doesn't think so.