It doesn't matter what's in the press, or what Sky Sports News are reporting, most interaction between clubs regarding transfers goes on without any of us being aware.
Clubs release statements, stories etc. to serve their own needs, and shock horror, managers will lie to the press to appease their own fans if the truth has potentially negative connotations.
It wouldn't surprise me in the least in Baines does go, even if he'd be happy to stay at Goodison presently. I'm sure that with a season under his belt at Old Trafford he'll be rated as highly in the media as we all rate him at present. Man Utd are a massive club and he deserves the chance to ply his trade in the Champions League. I'll hold him no ill will if he ends up playing there as he's done a fantastic job for Everton and the club will be well rewarded in return.
As RFUS said, we're a mid tier side and big clubs will want our better players. If they make moves and engineer their departure then fk em, but if, like Leighton, they've been the model of diplomacy, then god speed and best of luck.