In all fairness, Chris Paul has been everything that New Orleans could hope for in a franchise player. He instantly turned the franchise into an exciting playoff contender when he was drafted, continued to play through the team trying to slashing payroll rather than building the team up more, didn't speak a negative word about them while they were doing this, and even opted to have his meniscus removed (possibly shortening his career) to speed up his return to the team this past season. He's been nothing but loyal to New Orleans and that franchise.
After these past few years, I'm not surprised he's dreaming of teaming up with guys who can give him a chance to win. Plus he supposedly said what he did in a tongue in cheek manner at a private ceremony where the media was not allowed in.