Kanchelskis trained with Southampton before the start of this season. As the club failed to buy anyone for that position. Andrei was brought in to provide cover for Fabrice Fernandes. Fernandes has had an excellent season and that rules out any hope of Kanchelskis securing a first team place.
This didn't seem to please Kanchelskis too much who, despite having been provided with a wage when no one else wanted him, had a go at the manager. Kanchelskis has a long history of moaning when things aren't going his way.
From that point it was only a matter of time before Andrei left the club. He made only 2 appearances, both from the subs bench and I doubt any of the supporters will be bothered that he's gone.