It was a rumor. What did he have to gain from refuting it? I guess now that he was being directly asked about what happened with the failed negotiations by the Boston media he decided to give them something. But then he said he didn't really want to talk any more about it.
To me he hasn't said or done a thing wrong, he has only said good things about his experience with the Red Sox, but still some folks want to find something to nail him for.