Clearly Henry wants to leave Arsenal

Thierry Henry has all but ended his Premiership and Arsenal career after a series of comments aimed at the state of the club’s upper management and responses to interest from other clubs.

Henry is apparently as upset as Arsene Wenger at the sudden resignation of Vice-chairman David Dein.

"I was devastated when Mr Dein left the club. I don't know what happened and I don't want to know. Unfortunately it is out of my hands. I don't agree with what has happened but sometimes that's the way things are. We just have to move on." –Henry

Henry then went on to all but welcome a bid from Champions League winners AC Milan:

"That is great to hear. How can it be anything else? As I have said many times, at the moment I am an Arsenal player. But everyone knows that a lot of stuff has happened at the club recently that wasn't supposed to happen. So the only thing I can tell you is right now I am an Arsenal player but I cannot deny it's nice to hear about Milan." –Henry

So, read into this, quote 1, here is why I want to leave and quote 2, here is one place I want to go. In a signal to both club and suitors Henry has stepped up the pressure on making a change.
He also let the media know of the level of discord within the Arsenal dressing room:

"The bosses have been unsettled and a lot of players at the club have been unsettled.” –Henry

So now we have quote 1, 2 and now quote 3 saying ‘I don’t think we are going to win anything any time soon so sell me’.

Edit: Because I am being accused of selective quoting in comments below, here is the rest. I my opinion its PR speak to cover himself in case a move does not take place, judge for yourself:

"The potential is definitely there. The signs are definitely there. So now let's hope we can put that all together and bring back some silverware.

Man United didn't win the league for three years and finally they did it - who would have said that 10 years ago? So things happen sometimes, you have to keep going and make sure you can be better and have a great season next season.

We're still playing good football, ok, not winning anything at the moment but you know, you have to give us that at least." -Henry, kissing the jersey after a goal

Henry has been a pretty strait up guy most of his Arsenal career, if he believed in the team the way he did when he extended his deal, he would stay and would not be making these kinds of comments, regardless of how he tempers them. The Arsenal captain has seems to have lost faith which is an ominous sign. Arsenal plays the best football in England, let’s hope we don’t see them go the way of Spurs.