Souness does not blame the 27-year-old for his stance.
"I think for someone who is a star and a great football player that would be hard to take. I don't think it's that much of a mystery why he feels the way he does."
Souness, who spent 30 years in management after a long playing career and now works as a pundit for Sky Sports, would be doing everything to keep the player if he was in charge.
He added: "If I was at Manchester United, if I was the manager, I'd be sitting down with him trying to talk him round.
"Because up until last year Robin Van Persie missed 30 per cent of all Arsenal matches. Last year he had a very special year."
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