That slightly contradicts earlier statements from Olsen, who apparently told a fans' question and answer session last year that the club had previously been interested in Nelsen but struggled to match the wages on offer in the Premier League.
Fellow MLS club Toronto FC has also been mooted as a possible destination for the All Whites skipper. The 35-year-old has a close association with Kevin Payne, the recently appointed CEO at the Canadian club. Payne was in charge at DC United during Nelsen's spell there, which included an MLS title in 2004, and is an unabashed Nelsen fan.
Former Ipswich town and England striker Paul Mariner is head coach at Toronto FC after previously being in charge of football operations. Mariner is said to be under some pressure at Toronto, after the club went winless in its last 14 games of the 2012 season and finished bottom of the Eastern conference (DC United finished second).
Nelsen would, the theory goes, step into the assistant coach role but have a faster route to the top at Toronto than at DC United.
Nelsen's return to America has long been mooted. He was said to be on the verge of signing for DC United last January, before a last-minute offer from Spurs was presented to his agent. He was also said to be close to a US move at the end of last season before former QPR manager Mark Hughes took him to Loftus Road.
"I loved my time in America," Nelsen told the Herald on Sunday last year. "I met my wife and still have plenty of friends there and it set me up for my career. It's a way better league than it was when I was last there and I would love to go back there one day."
If Nelsen was to move to the MLS, he would have to take a significant pay cut. The American league has a salary cap of US$3 million ($3.6 million) and DC United's highest paid player earns US$650,000 ($781,000). Nelsen is believed to earn around $100,000 a week at QPR.
Though there may be other factors, the timing would be unusual. Any club would have to pay a transfer fee to land Nelsen now, whereas he would be a free agent at the end of the season.
However, it was current QPR manager Harry Redknapp who took Nelsen suddenly to Spurs from Blackburn when Redknapp managed the London club. It was also Redknapp who shifted Nelsen on to QPR after only eight games for Spurs - a month before Redknapp found himself without a job.
Another issue is the 2014 World Cup. The All Whites are just one point away from qualifying for November's winner-take-all play-off with a Central American nation.
The ideal would be for Nelsen to keep playing at the highest level possible before those clashes.
The worst possible scenario would see Nelsen retiring from international football. Without the influential No6, qualifying for Brazil seems much more difficult for the New Zealand side.
"I'll be available as much as I can," Nelsen told the Herald on Sunday last year when asked about his All Whites future. "I want to keep playing at the highest level for as long as I can and being at the World Cup would be unbelievable - but I've always said if I can't contribute to a level that I am happy with, then I will walk away."