"Bale did not travel in order to resolve his future," Spanish sports daily Marca reported on Tuesday, adding that Real Madrid were still in talks with Chinese side Jiangsu Suning who had offered the Welshman a three-year-deal worth £1 million ($1.1 million) a week.
However the Chinese club appear to have shut the door on Bale and sports daily As says he could be headed for a Premier League return.
"Bale wanted to stay (at Real Madrid) but Zidane has made that impossible," said As.
"The preferred destination for Bale is the Premier League which closes its transfer window on August 8. There are only 10 days to find a team there."
Real Madrid held up the proposed transfer to Jiangsu Suning on Sunday in a dispute over the fee and the Chinese club announced Monday they had signed Croatian striker Ivan Santini from Anderlecht instead.
Bale, 30, has been at the centre of transfer talk since Zinedine Zidane returned as coach of Real in March.
The Frenchman has made no secret of his desire to offload Bale who joined Real Madrid in a then world record £85 million move from Tottenham in 2013.
The Spanish press has been mooting a possible return to Champions League finalists Tottenham although Bale's salary demands are likely to be far beyond the pay structure at the north London club.
Bale's agent Jonathan Barnett has already insisted that any deal which sees the Welshman leave the Bernabeu would have to be a permanent one and not one that sees him shipped out on loan.
"Gareth is one of the best players on the planet. I can guarantee you he will not be going on loan to any club," said Barnett.
Bale was not the only familiar name missing from the 24-man squad for Munich. Goalkeeper Thibaut Courtois, who shipped seven goals last week against Atletico Madrid, is injured while James Rodriguez came back late from holiday after playing for Colombia in the Copa America.
Following the Spurs match, Real will face either Fenerbahce or Bayern Munich on Wednesday.