It's probably pure speculative bullshit. Even if it's not, it's almost certainly just another example of us demanding their players in part-exchange to muddy the waters and make it harder for them to get their hands on De Gea. That's what we did with Ramos, and it looks increasingly like it's worked.
If it's a straight case of Madrid offering money and us saying no, they can blame the situation on us and thus turn De Gea against us. The whole 'slave' thing. If we've made a viable counter-offer like 'ok, but we want Ramos as well', then it's easy to explain to De Gea that we're willing to let him go if that's what he wants, but that it's only reasonable to expect Madrid to play ball. Suddenly it looks like they don't want him quite as desperately as they've been claiming. They become the bad guys - or at least not the good guys any more - and that gives us more leverage in negotiations.
Imagining this rumour was true, look at the two players we've chosen to show 'interest' in. Their talismanic captain, not as good as he was and something of a liability on the pitch, but Mr Real Madrid, beloved of the fans, and the sort of player whose sale weakens Madrid's image as being all-powerful in the transfer market. And now a kid, whose departure should surely mean nothing to them if they really want De Gea... except that he's a really promising home-grown striker, which is something the Madrid fans have been gagging for for years. Again, his departure could actually really hit their reputation where they are vulnerable, with a fanbase who are envious of Barca's status as the 'home-grown' La Liga giants. These are deals that we can be fairly confident they aren't able to accept, but which we can sell to De Gea as proof that Madrid are as much to blame for the stalemate as we are.