"I was disappointed, I thought for sure I'd be staying here ... But maybe somewhere in the future I'll be back again, and get the same support."
"It definitely would be nice to retire here. But it's not for me to talk about Montreal - I'm part of another organization. I'm going to go there and do the best I can and we'll see what happens."
So, Kovalev mentions something we already knew (that he thought he would be able to resign with Montreal, but that Gainey moved ahead without him), and then, while in Montreal, mentions briefly that it would be nice to be a part of the Canadiens in the future, before reiterating that he does not want to talk any more about that because he now is an Ottawa Senator.
This does not mean that Kovalev will not work hard in Ottawa, nor does it mean that Kovalev is not pleased to be a part of the Senators organization. All this means is that the guy liked being in Montreal.
Let's change the scenario slightly - pretend that Daniel Alfredsson could not resign with the Senators, and then was forced to sign with another club. If he says, during a trip to Ottawa, that he'd love to come back at some point, would that be a bad move on his part? Hardly. Kovalev is merely showing appreciation to a city that loved him, and there's nothing wrong with that.