Icardi was linked with a €90m move to Real Madrid last month and remains on the agenda for the Spanish giants' summer market plans.
At the beginning of the week, Icardi took to social media to post: "Knowing how to say goodbye means to grow up".
And it has since been revealed Icardi has stopped following Wanda on Instagram, who has also changed her surname.
Wanda has changed her name from Icardi back to her family name Nara. She, for now, remains Icardi's agent.