In an interview on My Mom's Basement podcast, Big E was asked about the rumors of The New Day splitting up:

"We've heard rumors in the past and had a conversation with a very important person who said, 'Alright, this is the idea.' But we've been adamant about [not breaking up]. I get why fans want a breakup. It's something new. But if you look at the history of breakups, tell me one, besides The Shield -- they were always designed to break into individual stars -- I can't think of a single break up that benefited all members. Rusev Day was so hot, getting great reactions on a nightly basis. They break up, Aiden turns on Rusev, and then Aiden is off TV two or three weeks later. I don't even think they had a big pay-per-view match. I don't think Rusev's career benefited from it either. The same thing about the Wyatt's. The chances that all three of us would break up and have great runs, I find it to be very slim. Also, we're having so much fun as a group. If you break us up, I'm going to go back to being serious? I'm going to turn on Kofi and now, what kind of dynamic do we have? I don't see a feasible way to do it. We've only scratched the surface on what we can do. It's a lazy fix to break us up."

Thanks to Fightful.com for the transcript.