The 21-year-old has been on the Red Devils' wish-list since Egypt's 1-1 draw with Sierra Leone in a 2012 Africa Cup of Nations qualifier over a fortnight ago.
Bangura was arguably the best performer in the game, which prompted Ahli, who have been struggling with insufficient firepower this season, to approach him.
The Cairo giants offered to pay up to $600,000 to land the pacey frontman but AIK opted to keep hold of their prized asset till one of his suitors fulfill their financial demands.
It's believed that AIK have put a price tag of €1,5 million on Bangura's head.
After refusing Ahli's bid, AIK got into negotiations with Egyptian minnows MCDR, who secured their first top-flight promotion last season.
FilGoal.com learnt that MCDR's initial offer is below $600,000 but they are willing to raise their bid.
Bangura, who's also targeted by an unnamed Qatari club, kicked off his professional career at Sierra Leone's Kallon in 2005.
He moved to Swedish lower division side Varnamo five years later on loan before signing for AIK.
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AIK reject Ahli's bid for Bangura