It definitely is just a rumour, and therefore, we shouldn't read a ton into it, but Brough was speaking like it was common knowledge and accepted that Pettersson had a "bad" relationship with the Sedins. He seemed to imply or state that it was a bad or negative relationship, and not just absence of a relationship, but I can't recall the exact language used and perhaps it wasn't clear. If its just an absence or a relationship then its less of a red flag, but if its a "bad" relationship, its a bit of a red flag to me given what I know about the Sedins.
Drance actually had a good point, I think, that Pettersson is partly to blame for all of this speculation since he has given so little explanation or information to the media regarding his long period of poor performance. And I say this as someone who thinks the media are entitled whiners, and I don't think Pettersson has any obligation to say anything to them. But, with that said, if you are going to behave rather childishly to the media, and refuse to answer their questions, then you are going to get lots of speculation.