He has good company though... Samuel Eto'o, Zlatan Ibrahimovic ... players who were fed up with Pep Guardiola's clown college.
Fabolous player, but this is not a Pep issue, he has had this same attitude issue for Valencia, Inter, Juventus, Portugal NT etc. Clear pattern.
Cancelo has a warped sense of CR7 syndrome, you could have noticed in the national team. he was benched for Guerreiro a bit as LB because he has an attitude and he thinks he is above managerial choices (made a stink enough so Santos chose Dalot full time over him in RB). It's a shame, great player, but doesn't have much defensive commitment and doesn't want to take instructions from managers, thinks he is above their orders and regimes.
Not off the pitch party boy issue type, just a dense type who thinks he can do whatever he likes on pitch and training with little consequences. Usually works out extremely well for quite a bit of time, great attacking player (only showcased in poor defensive plays at times). But the more he grows into performing in a club, the more his hubris grows too, starts thinking he is untouchable.
When he is just another fullback, albeit fantastic one, its the most replaceable position in football still, despite the tactically important offensive tasks they are given.
All that side, I would still take him back in Juve, he generally has a high input on the pitch and lasts quite a while before the idiocracy attitude kicks in.