Well most everyone in the city's saying they're not leaving, however gambling's really up in the air as to whether Lemieux gets the license or not... There's other options though, and the last one Lemieux mentioned I think wasn't so reliant on gambling as a focus.
This week we got a new skyscraper announced for downtown, they're trying to make things nicer in the city so I'm expecting Lemieux's new arena will be part of that... So much political mudslinging's gone on already that Rendell may give the license to the Pens just because it's already being talked about in a hugely negative manner towards him and there's not even been a decision.
And actually it'd be the Kansas City Pens... They said that's where the team's likely to go if it were to go.

You wouldn't actually expect a hockey town to get anything, would you Brent? No no no... It'd go to a town where John Deer ballcaps are the hottest fashion trend, and have been for decades.
EDIT:
And oh irony of ironies, the Pens are to make a huge announcement today about their current offer/plans for a new arena. The deal's still gonna hinge on the slots license though, but supposedly a huge and expensive complex featuring retailing space, office space, a casino, and of course the arena, would all be part of the deal... There's massive private funding from someone who's not being named as of yet but I guess it's an already established gambling organization of some sort... Sounds like it could be a big push from the Pens on PA to say basically "look, we're laying it out that we WILL do this, we DO want this team here, and we DO want Pittsburgh to improve on a massive level as a city with this investment... YOU have to give us that license though".
That's how I'm reading this anyway. No wonder Lemieux's heart is in the ******* right now.