Sancho has impressed on-loan since his January arrival, but his wage demands maybe too rich for Dortmund to sign him permanently.
BILD journalist Christian Falk told mufcMBP: "Right now, Manchester United pays a large part of the 150 million kroner (20m) that he earns per year, and it is not possible for Dortmund to pay.
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"In Dortmund, you can get a maximum of around DKK 100 million (13m) per year. And here we are not talking net salary, it is not like England."
Sancho has a deal with United to 2026.