The 31-year-old forward, on loan at Inter Milan until the end of the season, is open to making his Serie A switch permanent, but the Italian club is wary of the potential fee that would be required to do so.
United are currently paying a portion of his salary.
Sanchez has two years remaining on his contract with the Red Devils and earns £500,000 per week. He's reluctant to lower that figure, reports Dawson, even if it helps bring an end to his nightmare spell at Old Trafford.
Sanchez moved to United in January 2018 and scored just five goals in 45 appearances before making the temporary switch to Inter. He's been limited to nine Serie A matches - only two starts - because of an ankle injury that sidelined him for much of the campaign prior to the league's shutdown.
He's scored one Serie A goal for the Nerazzurri.
If Sanchez does remain at Manchester United next season, he'll likely find playing time severely limited, as the club is expected to invest heavily in attacking reinforcements whenever the transfer window opens.