Ironic when you think about it. Allegri for such a long time started him ahead of Sandro. Finally, Sandro after consistently out-performing Evra, he becomes first choice and now Evra wants out.
Honestly, if his heart is not there, let him go. If he wants to stay, he has to accept being 2nd string or perhaps not being on the CL list.
My gut feeling is that Allegri may have told him that he won't be included on the CL list. Hence why I think he may want to leave.