Why? Because the Argentine was has been linked with West Ham throughout the summer, according to the Daily Telegraph among others.
In response to his petulant exit, Marseille's message confirmed the Hammers had a lucky escape by eventually appointing Slaven Bilic instead.
Once again, it hasn't worked out for Bielsa in a high-profile job. He is renowned for being a tactical theorist but, at the end of the day, so what if he was Pep Guardiola's mentor? So what if he has come up with the odd tactical innovation that sometimes works and sometimes doesn't?
Bielsa simply doesn't get on with boss after boss and, ultimately, has failed as a manager in recent years. In the end, no one could have put it better than the Chilean's now former employers. They said:
"OM can in no way be a prisoner of the requirements of someone who places his personal interests well above those of the institution."
It could have been West Ham. Instead, on the day of Marseille's statement, they were celebrating a 2-0 win at Arsenal masterminded by Bilic and his coaching team.