The winger is currently on-loan at Chelsea, where he has impressed in his opening games this term.
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Asked about his issues at United, McCarthy told the On The Whistle podcast: "It was a real shame...I thought he was the type of player that would flourish in the United shirt. I think lack of communication and understanding was was part of the downside.
"There were some communication problems, really, because Sancho’s a very quiet guy. Nobody knows literally anything about Jadon. He’s a guy who comes, does his job, and that’s it.
"There were times he would sneak out to London."