Yes but those non-denial denials are usually in response to being asked not volunteered like this. Actually, Rachel Maddow showed Christie's basically admissions that he would run, when asked, in the debate against Buono no less and contrasted that with this, issued on the day Christie lawyered up and subpoenas were served. Possible this means nothing, or he's trying to hint he's not running as a strategy hoping the media loses interest, or maybe he plans to stonewall the investigations and figures it'll be hard to run afte doing so.
If he'd already decided to run before Bridgeghazi, then I have to think that it's still way too early in the scandal cycle for him to have now made a definitive decision to opt out. Maybe the scandal will be serious enough to prevent him from running, and maybe it won't. But I doubt Christie already knows enough to say definitively whether it'll blow up to the point that he'll have to opt out of the race.
I'm assuming that he said this because if he's hoping that if he underlines the fact that he's not currently a national candidate, and may never be a national candidate, then he can shame the national media into not covering this story so much.