After being punished for returning late from international duty last month, Sancho was substituted after just 36 minutes of their defeat to Bayern Munich.
Coach Lucien Favre confirmed Sancho's withdrawal was not because he was injured but rather because he was not playing well.
According to The Athletic, Sancho has been left feeling humiliated and scapegoated, with a queue of major clubs expected to battle it out for the player's signature.
The constant talk surrounding the former Manchester City trainee's future has led Dortmund chiefs to get in contact with Sancho's people to query his thoughts.
Liverpool and Manchester United are the leading Premier League clubs in the chase for the forward's future, with Barcelona and Real Madrid also keen on the London-born wide-man, who has 17 goals and 28 assists for Dortmund in 56 appearances.
Sancho's agents are said to have already had conversations with Dortmund sporting director Michael Zorc and chief executive Hans-Joachim Watzke back in the summer over the possibility of a January transfer.
They were told categorically that the answer was no and that Sancho intended to stay in North Rhine-Westphalia for the entirety of the current campaign.
And they have been back in talks again more recently, but have been told the same answer - Sancho has no plans to leave in the winter window.
It is increasingly expected, however, that Dortmund will cash in on the Englishman's talents next summer.
Sancho has made himself one of Europe's most valuable players and could fetch upwards of £100million.
That is 10 times the fee that Dortmund paid City to sign him in 2017, with his 13-goal, 19-assist season last term having seen the Bundesliga title hopefuls hand him a new long-term contract worth around £190,000-a-week.
Dortmund might have faced a greater fight to hold on to Sancho last summer had United secured Champions League football, their failure to do so making a swoop impossible.
