I've said all along that he shouldn't put a transfer request in and Wenger's comments don't suggest he needs to. If the offer we make is good enough, they'll relay it to Sanchez and his agent. Arsenal only have to accept the offer, Sanchez is doing everything he needs to.
However, for people like Wenger who enjoy games of brinkmanship it's useful at this stage to draw back a little. He's softened his stance today, which so far has belied the lack of bargaining power they have. I'd up the bid slowly and wouldn't go a penny over the fee we paid for De Bruyne. If that isn't good enough, good for them, he stays there a while longer.