Newcastle fans are rightly fuming. He is contracted to play football for them, that is what he should do. That is what Wayne Rooney did throughout the speculation all close season.
Yohan Cabaye's error of judgement in treatment of Newcastle United
This transfer window is a nuisance. There are so many underhand shenanigans going on, so many baseless rumours, so much potential upheaval.
Managers, who have done all their preparation pre-season, can have their plans upset by losing a player after only two games - and they can often do very little about it. They can be left with days to get a replacement, if they are allowed one.
Fans may just see a name, but footballers are not robots. They have families and other considerations. Players can get told that they're going to be sold - or rather that "they don't feature in the manager's plans" - two games into the season. Their kids will be about to start school, their family will be settled. And then their whole immediate future is thrown into doubt.
It can be unsettling even for the majority of players who are not going anywhere.
Take Shinji Kagawa at Manchester United. His club have been linked with players in his position all summer. He cannot help thinking about his own situation if a certain player arrives or leaves. That's football, every player accepts competition, but why does it have to happen two weeks into the season? Would not it help everyone if the transfer window closed before the season started?
I usually see things from the perspective of a player, but players can be disruptive too. Newcastle United's Yohan Cabaye has gone on strike. He wants to leave for Arsenal, who want him. I do not blame him. Wouldn't you, in his position? Uefa Champions League football is what every player should aspire to. Is he getting that at Newcastle any time soon? No. He will also get a significant pay rise.
Arsenal want to pay £10 million (Dh57m) for Cabaye, Newcastle want £20m. There's an impasse.
Newcastle fans are rightly fuming. He's contracted to play football for them, that is what he should do. That is what Wayne Rooney did throughout the speculation all close season. Whatever fans thought of him, he always delivered on the pitch.
He has been advised not to play by his agents. It is not good advice. His head will already be in bits. It will be set on playing for Arsenal, not Newcastle.
Cabaye will have been watching the Champions League draw as an Arsenal player, wondering about trips to Dortmund, Napoli and Marseille. But he's not an Arsenal player - not yet, at least.
And until he does become one his emotions will be all over the place. He has to live in Newcastle, but everyone in Newcastle now hates him.
He will get abuse whether he goes or not, some would say with good reason. He has to go into training with teammates who think he has put a cloud over the club.
It was easier when I left Newcastle because the manager wanted me to go. Immediately. The deal was done and dusted in days.
Cabaye did not want it to be like this. He is a good player who did so well for Newcastle since he signed in 2011 that Arsenal came in for him. He would like to leave on good terms, to wave goodbye to all the fans who have supported him and to say thank you.
But it will not happen like that, now, mainly because he has been advised to stop playing by anonymous agents who do not have to face fans or teammates.
Gareth Bale is in a similar predicament. Instead of leaving on good terms, his transfer has become a mess. Nobody is coming out of it with any credibility but, then, salesmen do not often come out with much. And that is what the agents are.
Newcastle baffle me, though. The owner, Mike Ashley, seems to take perverse delight in annoying fans. He gets them onside and Newcastle seem to be back on track - Newcastle finished fifth in 2011/12. Then Ashley does something which drives them all mad, like change the name of the stadium or get a shirt sponsor who fans do not approve of. He sacked Chris Houghton, who was doing a fine job, though his replacement Alan Pardew did well. But not last season, when they finished 16th.
There will be more twists at Newcastle before the transfer window ends, but the transfer window shouldn't be open now.
There is a solution. In 2011, Manchester United signed Phil Jones, Ashley Young and David de Gea before the end of June.
There were no more signings and limited speculation. The United manager Sir Alex Ferguson was happy with his lot, the fans too. It all ran so smoothly … yet United lost the league a year later. That is football.
Andrew Cole's weekly column is written with the assistance of European football correspondent Andy Mitten.
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