When you are the manager of a top club i.e. Manchester United and you want to loan out you're players they are usually very reluctant to leave. After you have loan listed them and accepted a bid from a team (before the players gets around to accepting/rejecting the bid) go onto the player and alter his status to "not needed by the club" continue to the next turn and the player will accept to go out on loan. Revert his status back to what it was and he shouldn't become unhappy.