I don't think it's a new thing, I think Rangnick was just the first coach to throw it out there instead of pander to him. The leave rumours started last season and we got confirmation this season. You have to wonder how it's affecting the rest of the squad with seemingly 'a few' players wanting to leave. Martial seem's to be desperate to get out though for some reason, to the point he doesn't care about the current coach or who the next coach in July will be.
I think Martial's ego is really fragile, he's not a fighter. The same happened when Zlatan came and took his number 9 shirt, according to reports he made a whole deal out of it. Compare it to when Cavani left his number 7 to Cristiano, no problem at all.
Then when Lukaku came he was also sad, when Lukaku left he was happy but then Cavani came and he was sad once again. He's not the type of players that thrives under competition, he needs to be reassured of his place and have a arm around always.
We don't have time for players like that, I'm very happy that Rangnick has taken the "you don't want to fight for your place/stay on the team you can go feck yourself you won't be part of the squad" approach.
We need ambitious players and a key part of keeping an on form squad is competition. Players that go sad everytime they're dropped because their poor level are of no use.