You forgot option 4:
it doesn't matter what you think
This isn't Penguins fans sitting around clutching onto Sid. This is Sid saying he wants to finish his career with Pittsburgh. If he changes his mind, I think most fans would understand, even if they'd be disappointed. If he he comes out and says 'it's time for the Pens to rebuild and I don't want to be around for that,' then we'll all talk about him being moved, to where, and for what. But until then, he has publicly, privately (as far as we know) and emphatically said: i do not want to leave Pittsburgh. I realize there's not much else to do as a Habs fan during hockey season, but probably best to pine over something a little more realistic.