I don't think Panarin knows where he wants to spend the next 7 or 8 years of his career.
He hasn't ruled out Columbus. In fact, during the season he said he is enjoying discovering the city. But he's not sure that he wants to live here for the next 8 years. That's fair. I think if he really was set on not returning, he'd have said so to management because he seems to care about being open and honest.
Aside from Chicago, he hasn't really lived anywhere in North America. He's vacationed places and has a condo in Florida, but I think the reason why there's no official list is because he really doesn't know where he'd like to live. That's why the unofficial list is a "safe" one so to speak. It's less "I want to go to these places..." and more "If I had to guess, I think I would like these places best..."
In that light, I think all of his and Milstein's comments make sense.
It also makes me feel like he won't agree to a sign and trade or sign a contract during the season with Columbus unless he has a change of heart. Either he decides that he wants to put the team first and is willing to take the risk of a sign-and-trade, or he decides he wants to stay, or he decides he absolutely wants out.
Barring a change of heart, I think he reaches UFA regardless of where he is playing by the end of next season. Which means I think Columbus will get pennies on the dollar for him if they trade him. Which to me means they won't trade him barring a major change (i.e. team is tanking the season, Panarin changes his mind, etc.).