He isn't following McClaren's orders. Ciro had a similar complaint about Diego. I had my suspicions that he was a shit disturber, and this latest news seems to confirm it. Even if your teammate is shit at taking set pieces, you left him try anyways so you don't appear selfish (assuming he takes the majority of set pieces).
He clearly thinks he is a superstar, ignoring the direction of coaches and causing friction with his own teammates. His failure at Wolfsburg will make clubs weary about spending big on him in the future.