Wow I actually think that's a pretty telling quote.
The fact that this was the first thing he said in response to that question shows me that the fact that he could be traded has definitely been on his mind. He's nervous about it and probably not happy. The Amir Johnson signing and David Lee addition I think has really opened his eyes.
But in my opinion, he shouldn't be that surprised. KO hasn't developed and lived up to his potential of where he was drafted. He's somewhat injury-prone, he's an absolutely horrendous rebounder, his defense hasn't improved all that much, and his shooting is too inconsistent. If he doesn't like talks of him being traded, then he should play better. Simple as that.