There have been surprise exits in the recent past. Luke McAlister left when he was only 24 and seemed to have a long test career ahead of him and more recently, Charles Piutau shocked everyone when, at just 23, he decided to join Ulster.
Not everyone has the same goals or same feelings about test football.
But in the case of McKenzie, there isn't even a hint of truth about him being in talks to leave. There is no fire. There isn't even any smoke and why speculation began that McKenzie was on his way will remain a mystery.
He has an older brother Marty who may well be looking to shift offshore given his career has stalled a little in New Zealand. That might explain why the name McKenzie is being linked with an English club.
But, really, how this rumour started doesn't matter. What does is that it gets put to bed because McKenzie's future - short, medium and probably long term - is in New Zealand.
He is contracted to the end of next year, by which time he may well have established his credentials as a first-five. He has already proven he can play fullback at the highest level but the All Blacks coaches believe his future is at No 10.
That's where they want him to play and that is where he will most likely end up with the Chiefs next year with Aaron Cruden moving to France.
It may feel like he's already established himself but there should be a second coming of McKenzie in the next 18 months as he is handed the keys to the Chiefs.
If he can prove that his talents work as well at No 10 as they do fullback, he is expected to break his way into becoming a regular All Black in the next year and play a meaningful role at the 2019 World Cup and most definitely at the 2023 event.
He is brave, versatile, creative and categorically not going to be running off to England any time soon.