Can't see how Lebron floating this helps him. Some say it's to put pressure on Gilbert. Gilbert knows this will never happen.
I absolutely think this was floated to let all teams, including Cleveland, know that James will consider all options. I don't think anyone really believes he would go to GS, but that wasn't the point. The point was to get teams to do things to make acquiring him possible or in the case of the Cavs to keep him. He is telling teams what he wants i.e. stability and a real chance to win a title, and that he will consider all teams that provide him that.
That said, I really do see him only realistically considering Cleveland, San Antonio, Houston, the Lakers, and maybe the Sixers/Knicks (Boston would have been there if not for Kyrie). No other "potentially great" teams could realistically acquire him without gutting their teams.