Who told you that? That must be really special cases like e.g. with Pepe Reina who wanted to be first goalkeeper again, somebody at the end of his career, some special personal reasons that would be a hardship etc. If you are somebody that can be easily replaced or that would not get much match time there for sure are ways - but not for one of the best players Bayern has that just is not.
That is just not the case here. But, tell me one reason why Thiago should want to go from Bayern to City? He does not get playtime and thinks he can restore his career with Pep is not the case here... Better chances to play? - with Silva, Gündogan, KdB there is even 3 players that fill out similar roles. He wants a future in the EPL? - and that he did not know a year ago when he made a new contract? The weather?
Every new day one of this "so called journalists" seems to throw the dice somewhere in their dark cellar before he throws in a new rumour without any substance. Don Ballon had Thiago and Müller and Alaba (and always Lewandowski) at Real somewhen in the recent weeks... Some of this rumours have substance like e.g. that Vidal might leave Bayern after this season or that Bernat might go. Yes, Lewy probably wants to Real but that does not mean that he will get that transfer especially not as it would cost Real a real fortune.
Thiago to City is just very much down on the scale of transfer probabilities.
Emre Can is available - why don't you go for him. You might get somebody of Dortmund - they seem to get rid of some players...