Jay Glazer references it here. I don't know if those words were ever directly attributed as a quote from him. But it's been widely reported he doesn't want to go to a team that is rebuilding (Dolphins or otherwise).
"That's why I always have a bigger personality, because I'm trying to hide the gray."
theathletic.com
"Obviously, Jadeveon Clowney is a guy we all know is on the trade block. I said it last week on our FOX broadcast down in Miami, that the Dolphins made the best offer to Houston but it’s up to Clowney to come and sign the actual tender. He has to to agree to go somewhere and sign his tender before he goes anywhere else and he’s not agreeing to do that at this point.
I think he views Miami as a team that’s rebuilding and I don’t think he wants to go to a rebuilding team. The Texans have to convince him to take the trade that they want but he holds the power here or they could sit tight and he could at some point come in and play for the team. I think in the end, they end up trading him."