Do you have different tactics? Or do you use the same home and away? If you do then i'd suggest setting up more defensively away and playing on the counter attack
If you keep him around for so long and not play him he'll get frustrated and want to leave - likewise if you loan him out he'll probably feel like he's too good to be loaned out. My advice is if you're not willing to adapt your tactics to fit around him then cash-in on him and put the money too...
Gonna be to do with the owners - as the game progresses and becomes more realistic the personalities of the board of directors will be different at every club and obviously Blackburn's are notoriously stupid!