The Chilean scored a match-winning double at Selhurst Park, but Sky Sports pundit Henry has said a split in the dressing room was evident, per the Daily Mail's Sami Mokbel and Will Griffee of MailOnline:
"There is a division in the team. He is asking them to come. 'Why are they not coming? Don't you want to celebrate?'
"You're not here for Alexis Sanchez, you're here for Arsenal. Arsenal scored. Go and celebrate. Whoever does it (scores), we don't care about that, go and celebrate with your team-mate.
"Maybe we are reading too much into it, but I noticed it. Sanchez made me notice it. It was like he thought he was alone."
Sanchez blasted home his first after Alexandre Lacazette teed him up, but Express Sport showed how only half the team joined in the celebrations, with others marching back to their half:
The forward is arguably the most valuable member of the Gunners lineup but is still to sign a contract extension on a deal that is due to expire this summer, with it looking likely he'll leave for free in the summer.
Fellow Sky Sports pundit Graeme Souness echoed Henry's words and concurred it was "clear there is a dynamic in the dressing room that all is not well."
Shkodran Mustafi opened the scoring before Andros Townsend got the Eagles on the board. Sanchez scored twice in five minutes to give the visitors a two-goal cushion, and Palace couldn't find an equaliser after James Tomkins' late header.
Although Sanchez has struggled amid speculation regarding his future this season, the man-of-the-match performance in south London was more akin to what fans are used to seeing from him, per Sky Sports Statto:
When quizzed about the player's future after the result, Gunners manager Arsene Wenger conceded "nobody knows what will happen."
If Sanchez's refusal to agree a new deal is affecting the Arsenal squad, it at least didn't stop them claiming three points on Thursday, but better teams will be liable to take more advantage of any disharmony in the squad.