Well, we finished 7th last season, didn't we? And three seasons ago? 8th was it?
I understand that kind of thought, but it'd make sense if we were talking about Paloschi or Caracciolo. We're talking about a world class striker here and teams would kill to have him. We prefer to kill ourselves by gifting him elsewhere instead of playing to his strengths.
Had we kept Banega this season, Icardi would have had better moments. Had Candreva managed to be a threat this season, Icardi would have had better moments. Had Vecino, Gagliardini and Brozovic be able to score more, Icardi would have had better moments. Did he miss anything that he should have buried? Probably more than 5 crucial chances, including two vs Milan recently. Does anyone else have such moments? Well, Dzeko, Immobile, Higuain certainly do. If you want to compare with non-Serie A strikers... Kane has many more and in bigger games (remember his Juventus and Real Madrid open goal sitters in the CL?), Morata has, Benzema has, Lukaku certainly has, Suarez has, even Messi has. Name any high profile striker and they all have their share of bad moments, moments of "disappearing" etc.
Napoli sold Higuain reluctantly and have found their goals through Mertens unexpectedly. Their 35m signing in Milik failed to not only replicate that, but even reach 10 goals. I'm not even saying it's in two seasons because it's unfair to him and his injuries, but he sat on the bench a lot. Napoli replaced Higuain through sheer midfield fire power and made the position redundant. They already had scoring threats there, they simply managed to highlight them. We cannot because we don't have scoring threats. Unless you think we can make Perisic a striker.
I cannot think of a team that sold a world class striker and became better. Even with Inter, when we sold Crespo (would say Ronaldo but we had Crespo lined up already who was also world class), we replaced him with a solid Serie A striker in Julio Cruz but he wasn't anywhere near world class and Vieri was still recovering from injuries and mental issues. It took us until Adriano came a few months later to sort of recover from that but we were shit in Europe during that season despite making CL semis the previous year.
Look at Milan after selling Zlatan. Their first proper striker after him came 3 seasons later when they signed Carlos Bacca.
What about Lazio when they sold Crespo to us?
What about Chelsea when they let Drogba go after that (lucky) CL? Fernando Torres, Demba Ba, an old Eto'o until they signed Diego Costa 2 seasons later and won the league.
Arsenal after Henry? They tried to replace him with players like Eduardo, they even lost van Persie in the process, Giroud and they didn't really get a major striker until Lacazzette joined in the summer (and wasn't really good) and finally they got a star striker in Aubameyang more than 10 years after letting Henry leave. And they've always been in the CL before this season, so it wasn't even an excuse.
World class strikers are not easily replaceable. And you rarely seem teams benefiting from selling them. On paper it sounds like you can build a whole new team, but in practice where is it? Not many are crazy enough to give you a world class striker in the deal for yours like the Zlatan-Eto'o deal.
We have Icardi, he's happy here, he's the captain like it or not and we must build a team that's good enough to highlight his abilities. And that's how we establish the team as a perennial CL participant and eventually contender.
Unless you really feel that we have more than 6 players from the current team that you'd like to see in the next 5 years sticking around excluding Icardi.