We can keep any players we want. Its about how the player reacts to it. Dunk put in a transfer request years ago when Fulham came in for him. We rejected it and he accepted the situation, he has signed many contracts since.
Stephens put in a transfer request when Burnley put in a bid for him. We rejected it and the following summer when we got promoted he signed a new contract.
Ulloa put in a transfer request which we rejected after Leicester put in a bid. He made it clear that he wanted to go to Leicester. We rejected another couple of bids from Leicester. In the end we accepted a £10m bid for him (twice the original bid).
If you want Cucurella and he doesn't want to stay with us you will get him but we won;t bow to your pressure when we don't have to.