My guess is that Romney was never running, and that his suggestion that he might was a reminder to the field that he still draws a lot of water, and that he can strongly influence his donor base to support whomever he advises them to support. He wanted his endorsement to matter to more than just the newspapers when he decides to give it. He's been in the news promoting "ideas" on, for example, reducing the wealth gap. What's the point of publicly espousing suggestions of people in power aren't going to listen? He even had the president's press secretary singing his praises today. To me, that's the most likely explanation for this grand publicity stunt.
I agree with this. He wanted a little publicity for some comments, so he didn't outright deny. He wants to be remembered. The reason I posted this is that money is the thing that matters and if he's not putting together a PAC he's really not running. And that has a significant impact on the GOP field. Unrelated: did you post a picture of a sun dog recently? Google can't find it and I wanted to look at it again.