No.
Easily no. Personally I find keeping Greenwood and seeing him improve from now on with us is more "romantic" as in more "fun" to see and experience. Sancho learned his trade with Dortmund and improved a lot, and he came from our rivals youth set-up, less interesting.
However if the deal is we buy Sancho and loan Greenwood to Dortmund, then I might say yes. Sancho here meant less games for Greenwood, and generally all three -- Martial, Sancho and Rashford have very good fitness and rarely gets injured. And honestly I'm not confident with Ole's rotation management skills (not sure he make good calculated risks and dare enough). So in this situation, Greenwood to continue learning the trade with Dortmund to improve his game, then season 21/22 Greenwood is back to us and become a far better player. Doubt Dortmund is willing to accept this deal.