He's just saying that to keep Pat Riley on his toes. Although Chicago is his home, Dwayne Wade will never willingly leave the Heat. From South Beach to the hot ladies to being the star of an NBA team in which he has already collected a ring and a Finals MVP trophy....would you want to leave all that? With all that being said, I would love to see him come to Chicago, especially if Ben Gordon bails and betrays us.
I think for guys like Wade, Lebron, Kobe, Amare, Bosh etc. there is a strong interest of playing in Chicago. These guys were growing up, watching Michael Jordan and the dynasty Bulls. That team created a frenzy unseen in sports. Does that many of them will ever play in Chicago? I think for Wade, Lebron, and Kobe, who knows. For Bosh/Amare, only time will tell.
For the last ten years I think every single established superstar has been rumored to be going to Chicago, and it never happens. Why would this be any different?