This is all just generated media hype. Just like Corey Perry trade rumors.
If you have brain cells, you should know that Corey Perry isn't going anywhere. With Anaheim's position in the standings, I doubt the thought of trading Perry has even crossed Murray's mind. It's all media generated speculation. They did the same thing last season with Parise and Suter, and neither player went anywhere.
In the media's eyes, it works like this:
[Star Player] + [Impending UFA Status] = [OMG POSSIBLE TRADE, QUICK WRITE IT ON PIERRE MCGUIRE'S CUE CARDS]
This whole Datsyuk to Russia thing is the same way...
[Tells Russian Media it Would Be Nice to Retire in Russia] + [Contract up in 2014] = [OMG KHL IN 2014]
Until I hear something more substantial, I just brush it off as media fodder.