If Mortensen was involved, it would be an understandable link, but there is zero evidence at this time that he's involved. Perhaps he is, and perhaps Kelly's agent is spreading this. But, there isn't a shred of evidence of anything at this point and if it's a baseless rumor I don't see how Kelly needs to respond to it.
If rumors grow and have some more realistic ties to Kelly, and he wants to stay at ND, then yes, I could see saying that he should deny them for recruiting purposes. But, I don't see any realistic ties to him on this one at this point.