The 22-year-old fell down the pecking order at Old Trafford after the club splashed £74 million to sign Sesko, 22, from RB Leipzig.
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Hojlund has since returned to the Serie A, joining Antonio Conte’s Napoli on an initial loan conditional obligation to buy the striker next summer for €44 million.
According to The Athletic, the Denmark international would have preferred to remain at Man United and fight for his place.
The report adds that once he had been told to find a new club, Hojlund was ‘heartbroken’ and that he believes he is better than his replacement.
Sesko’s only start at Man United so far came in their shock Carabao Cup defeat to Grimsby, he is yet to score a goal.