If Houston calls Portland says "hey, we will trade you Harden (plus a few others) for CJ, Ant, Trent and Simons, they might go "tch...what about us keeping Anfernee and trading CJ Elleby + extra picks"
And let's say Harden wants to come to Portland, but he see's that Portland has cold feet. So he goes "ok, I'll include Boston and OKC" into trade partners.
Portland see's that OKC is an now a willing partner, and they really don't want to see Harden on the Thunder so they relent and give up on Anfernee so OKC won't get him.
That is what I'm saying is going on. Let's say Harden wants to go to Philadelphia, but Philadelphia isn't super keen on giving up certain players (that Harden knows they'd have to give up to get him anyways). So he (Harden) says he's willing to go to Boston too, and Philadelphia see's Boston as a serious threat to their chances. ESPECIALLY if they add Harden to the team.
Harden knows that his bringing up Boston might make Philadelphia more likely to pull the trigger.