If true, what it really tells me is that Mario is not the strategic mind I'd hope he could become. It's a very short-sighted move.
First off, let me preface this with saying I'd be shocked if he went elsewhere. By all accounts, he turned down both Schiano and Chud for the Miami job.
Secondly, I think it would be short-sighted for anyone NOT to check all their options. If someone came at me with a possible job offer, even if I'm comfortable and happy with where I'm at, I'd be an idiot to not listen to what they have to offer. I'd actually question his intelligence if he didn't go through with an interview if they requested one, unless Golden explicitly blocks him from doing so.
And last but not least, he wouldn't have done this without informing Golden. You don't burn your coaching bridges for a "possibility."