Obviously he was joking, but the four players involved have all had their problems with Real's hierarchy recently. Spain keeper Casillas was famously dropped from the first team, his friend Ramos constantly bickered with former boss Jose Mourinho, while Albiol was sold to Napoli, although Arbeloa did not join him in the end.
The quartet were in Geneva on Tuesday to pick up their UEFA certificates, which allows them to work as club sporting directors when they retire from playing.
Obviously there is nothing wrong with planning for the future and, with Spanish sporting directors often higher profile and more stably employed than coaches, earning such certificates does seem like a smart move.
But there's nothing wrong with a good conspiracy theory and, certainly in Casillas's case, don't be surprised to see one or more of the quartet employed by Real in a non-sporting capacity in the future...