"He wanted to take up the opportunity of testing himself against what the Premier League had to offer," Jenkins told BBC Sport.
"That's what he based his decision on in the end.
"He's a very ambitious man. Sometimes when you take on ambitious managers, that type of thing does come.
"They are going to be eager to move on, eager to develop their career and sometimes that's the nature of the beast.
"We've got a great relationship that we've had not only for the last two-and-a-half years he's been here as a manager but as a player.
"I think when we get to these situations you've got to take into account the personal feelings of who you are dealing with, whether it is a player or manager, and you've got to deal with that accordingly.
"You can be assured our relationship will be intact after this."