Defender Willy Boly refused to turn up for Wolves' game against Newcastle United.
The 31-year-old is the subject of a £1 million offer from Nottingham Forest.
His manager confirmed after the 1-1 draw in the Premier League on Sunday that Boly did not take his place in the matchday squad.
Lage said to reporters: "He has a proposal in his hands and he wants to go, that is my feeling when I talk to him.
"I told him I need a top player like you on the bench and afterwards he makes his decision. He was in the squad list and he didn't come.
"He wants to force something I think."
He added: "The market will be open and the teams will play six or seven games.
"Everything happens with agents and players and it is so hard to manage and not just Boly. I can see everywhere a lot of talks.
"Boly doesn't deserve that, he has been a great professional but in the end he wants to force something. But in the end they have to be professionals.
"I take my decision to put him in the squad list and he takes his decision."