Allegri has now made it clear that the idea to leave Milanello has come from the man who joined them from Sampdoria in January 2011.
"It's a shame," Allegri stated to Milan Channel after the 3-2 loss to Juventus in the Trofeo Berlusconi tie. "Antonio has been here for a year and a half.
"He did really well in his first six months where he made the difference. Then the problem with his heart stopped him.
"I think that despite the qualities of Cassano, it's not a good idea to keep players against their will - it would not be good for Cassano or Milan.
"We need a forward who can play close to a centre-forward," Allegri added. "Let's see how this situation evolves."