Wolfsburg will know full well of De Bruyne's intentions. At the start of the summer it was announced they planned to offer him a new 5 year contract and sit down and discuss that. Knowing those talks have taken place, and that we have heard nothing whatsoever about him wanting to extend his contract, you can confidently assume that he has told the club he wants to move away more so than he wants to stay. Combine this reluctance to sign a new deal with the willingness to flirt with potential new leagues as he has done the premier league in the press, and you know full well that he wants to come, but just doesn't want to shout it from the rooftops . Allots and Hecking will both know he wants to leave, but as he has not done so via a transfer request they are well within the right to play the media however they want in achieving the best price possible. If they didn't want to sell, there would be no negotiations whatsoever and I'm sure we would not have hung around so long knowing they weren't going to co-operate.
Personally, I think it is similar to the Sterling deal in the case that Wolfsburg do not want to come across as a small time selling club. They want to put across the image that they are putting up a fight and are not at the mercy of the footballing elite; that they can play with the big boys. There's only so much they can do before they know they sell. It's annoying and tedious them rejecting claims that we know to be true, but it's just them massaging their egos. They can only do it for so long and hopefully they bite the bullet sooner rather than later.