As far as I understand, the two of them wanted to move a club that better fit their talents. Bendtner certainly, but even Denilson gave that ridiculous interview where he said he was a 'winner' and wanted to move somewhere he could win trophies.
It's no hard stretch for me to imagine them turning down respectable offers from Everton, Fulham or Villa (and their overseas equivalents) only to panic when they realise no big club gives a shit about them. Denilson curled up into a fetal position back in Brazil (is he even getting games over there?) while Bendtner's smashing up Sunderland city centre in protest. Within weeks of joining Sunderland, Bendtner said he wanted to play in the CL at some point.