Without giving any credence to the report based on an anonymous source (lol, and the guy even said "trust me!"), the Wilpons could indeed make such a statement to avoid showing their real hand.
Besides, "Begin working on a deal" means nothing. "Begin working on a deal" could be something as mundane as Sandy opening up a new folder titled "Wright 2013 Deal" in his Microsoft Word document library.
"Ok, now I've officially started working on that deal! Tomorrow I'll have my secretary call David's people to get a sense of his schedule and whereabouts over the next few months."
To clarify my previous remark, it wasn't "start talking." I'm pretty sure they've been saying things such as "We intend to sign him" and "we want to sign him as fast as possible", etc.
It would be a boneheaded thing for them to say if they had no intention of following through. I guess you might get a couple extra season ticket sales in the mean time, but if/when they failed to sign him, they would take the heat even more than they might have normally.
If they really intended to trade him, I would've suspected Sandy to be acting similar to the way he did with Reyes, basically softening the blow by explaining that it might not happen.