Sunderland are yet to formally announce Egan's departure, but the centre-half admits he has been told by Under-21 coach Kevin Ball that his contract is not being renewed.
He told the Sunderland Echo: "I can't say I was surprised at the news by that stage.
"I'd trained regularly with the first-team under the two previous managers when I was fit, so I knew this manager had made up his mind on me when I wasn't even doing that this season.
"I was frozen out. There was no interaction with the manager and I found that very different.
"Right now, it's all about getting Southend promoted and then I'll think about my next move.
"This doesn't change my belief that I can play at the highest level. If I didn't think that, I wouldn't stay in England."
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