It is common in football to see a player on strike when the transfer window is open. They force a move to another club. It was a tactic employed by Ousmane Dembele as he went from Borussia Dortmund to Barcelona in the summer.
But when the window slams close, and a player is still at that club, they usually get their head down and start playing and training.
Mahrez went on strike AFTER the window closed. It is a week into February and he has not backed down a little bit. Now the PFA want to get involved as they hope to resolve the matter amicably.