According to the latest Wrestling Observer Newsletter, The Lucha Brothers (Penta El Zero Miedo and Rey Fenix) decided they wanted to leave AEW and head to WWE because they felt they had stagnated in the company. They had also heard WWE was interested.
The report also mentioned that Tony Khan attempted to keep both by offering more money, but by then, they had already decided. When Khan or several others tried to talk to Penta and Fenix about renewing their deals, they were told to talk to their agent instead. That is when people in AEW knew the Lucha Brothers were leaving the company, and Khan decided not to use them on TV anymore.
Penta departed from AEW earlier this year, and while Fenix is currently under contract, it is believed he will also leave. Penta is reportedly making his debut with WWE soon, as the company has been airing vignettes that people believe signify his arrival.