On the face of it, for the club's maybe?
But I don't feel it is for either player down to the respective coaches.
There's very few if any, Sanchez included, players that haven't regressed under Wenger the last decade and his stifling, systematic scheme/ coaching as he himself has regressed from the top class, innovative coach he was a decade and more back now. Why anyone would want to go to the absolute ____show that is Arsenal from a football perspective is beyond me? I can only see Mkhitaryan continuing to look a shadow of the player who was at Dortmund under Wenger and probably dropping off even more.
From Sanchez' POV, and I agree, my own personal views on his attitude that we don't need to get into again aside, a potential WC player (he's regressed a bit from when he was in that bracket under Wenger the last 12/18 months), to go play under a coach who's system/ style of play severely restricts creative, attacking players when he had the option to go to play under a coach over the other side of the City who is the complete polar opposite of that tells you a lot of what motivates the player to me.