That's a weird thing to say. The producers of a show like Live wouldn't have put so much airtime into road-testing Seth as a host unless they had strong assurances from him and his agent that Seth would take the job if it were offered. I can see two scenarios behind this:
--They've offered Seth the co-host chair but he's holding out for a better deal. Thus Seth's denial ("I couldn't possibly leave SNL, I love it so much") translates as, "I have options and Strahan and Groban are jokes: give me the deal I want." Kelly, fronting for the show, is responding, "We love you, but not that much. We can keep looking for a co-host, plus I am going to be the queen of the roost on Live, not you."
--They've already made a deal but Lorne, always wanting to control SNL casting announcements, is asking them to wait. Possibly he still has some contractual leverage. So Seth and the team at Live are playing down expectations until everyone is ready to make the formal announcement.